+16.3%
STZ vs VEU
+149.9%
-133.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.6% | +2.1% | +0.5% | +1.2% |
| 30D | +15.2% | -0.9% | +16.1% | +15.7% |
| 3M | +7.6% | -5.4% | +13.0% | +11.1% |
| 6M | +5.3% | -1.8% | +7.1% | +5.4% |
| YTD | +8.6% | +10.9% | -2.3% | -0.8% |
| 1Y | +15.6% | +13.6% | +2.0% | +3.7% |
| 3Y | -35.2% | +69.3% | -104.4% | -56.7% |
| 5Y | -29.1% | +48.1% | -77.2% | -48.0% |
| All | +16.3% | +149.9% | -133.5% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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