+15.1%
STZ vs FTV
+109.1%
-94.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -0.9% | -0.7% | -0.3% | -0.7% |
| 30D | +14.9% | +18.3% | -3.4% | +7.3% |
| 3M | +8.4% | +10.2% | -1.8% | +4.0% |
| 6M | +2.8% | +12.8% | -10.0% | -2.7% |
| YTD | +7.5% | +23.4% | -15.8% | -3.0% |
| 1Y | +12.5% | +31.4% | -18.9% | -1.2% |
| 3Y | -35.4% | +38.7% | -74.1% | -46.0% |
| 5Y | -29.3% | +18.6% | -47.9% | -37.8% |
| All | +15.1% | +109.1% | -94.0% | -26.8% |
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