+882.8%
STZ vs VCLT
+101.1%
+781.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | +20.9% | +3.7% | +17.2% | +20.2% |
| 3M | +8.0% | -1.5% | +9.5% | +8.2% |
| 6M | -5.3% | -3.8% | -1.4% | -4.7% |
| YTD | +5.9% | -3.1% | +9.0% | +6.4% |
| 1Y | +14.2% | -3.8% | +18.0% | +14.9% |
| 3Y | -37.0% | +16.7% | -53.7% | -38.2% |
| 5Y | -29.7% | -17.4% | -12.3% | -29.5% |
| 10Y | +5.2% | +17.5% | -12.4% | +10.5% |
| All | +882.8% | +101.1% | +781.6% | +1,188.5% |
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