+1.1%
STZ vs FTV
+109.5%
-108.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +4.9% | +0.2% | +4.7% | +4.8% |
| 30D | +20.9% | +15.7% | +5.2% | +14.0% |
| 3M | +8.0% | +7.5% | +0.5% | +4.7% |
| 6M | -5.3% | +8.5% | -13.8% | -8.9% |
| YTD | +5.9% | +18.8% | -12.9% | -2.9% |
| 1Y | +14.2% | +28.5% | -14.3% | +1.2% |
| 3Y | -37.0% | +34.0% | -71.0% | -46.5% |
| 5Y | -29.7% | +12.6% | -42.3% | -36.7% |
| All | +1.1% | +109.5% | -108.4% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling