+900.7%
STZ vs VCLT
+101.2%
+799.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +11.8% | +0.3% | +11.5% | +11.7% |
| 30D | +26.0% | +3.6% | +22.4% | +25.3% |
| 3M | +11.5% | -1.9% | +13.4% | +11.9% |
| 6M | -2.0% | -3.2% | +1.2% | -1.5% |
| YTD | +7.9% | -3.1% | +10.9% | +8.3% |
| 1Y | +13.9% | -3.1% | +17.0% | +14.4% |
| 3Y | -35.8% | +15.9% | -51.8% | -37.0% |
| 5Y | -28.4% | -17.4% | -11.0% | -28.2% |
| 10Y | +7.1% | +17.6% | -10.5% | +12.5% |
| All | +900.7% | +101.2% | +799.4% | +1,211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling