-37.0%
STZ vs VEU
+64.7%
-101.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +4.9% | -1.6% | +6.5% | +5.5% |
| 30D | +20.9% | -4.3% | +25.2% | +22.6% |
| 3M | +8.0% | -5.8% | +13.8% | +10.1% |
| 6M | -5.3% | -4.4% | -0.9% | -4.4% |
| YTD | +5.9% | +8.7% | -2.7% | -0.7% |
| 1Y | +14.2% | +12.6% | +1.6% | +4.7% |
| 3Y | -37.0% | +65.2% | -102.2% | -55.0% |
| All | -37.0% | +64.7% | -101.7% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling