-27.8%
STZ vs VCLT
-17.9%
-10.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +5.3% | +0.2% | +5.1% | +5.3% |
| 30D | +19.6% | +2.3% | +17.3% | +18.7% |
| 3M | +10.0% | -1.1% | +11.0% | +10.3% |
| 6M | -0.3% | -4.2% | +3.9% | +1.1% |
| YTD | +8.6% | -3.4% | +12.0% | +9.6% |
| 1Y | +16.6% | -3.8% | +20.4% | +17.9% |
| 3Y | -34.8% | +14.7% | -49.5% | -37.2% |
| 5Y | -27.8% | -16.7% | -11.2% | -30.7% |
| All | -27.8% | -17.9% | -10.0% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling