+16.3%
STZ vs VCLT
+21.5%
-5.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.6% | -2.3% | +4.8% | +3.3% |
| 30D | +15.2% | +0.8% | +14.4% | +14.9% |
| 3M | +7.6% | -2.7% | +10.3% | +8.6% |
| 6M | +5.3% | -4.3% | +9.6% | +6.8% |
| YTD | +8.6% | -4.3% | +13.0% | +10.1% |
| 1Y | +15.6% | -4.4% | +19.9% | +17.2% |
| 3Y | -35.2% | +13.8% | -48.9% | -37.7% |
| 5Y | -29.1% | -17.0% | -12.1% | -25.7% |
| All | +16.3% | +21.5% | -5.2% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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