-46.8%
STZ vs VEU
+75.1%
-121.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.9% | +1.1% | -3.1% | -2.4% |
| 30D | -1.9% | +2.2% | -4.1% | -2.8% |
| 3M | -6.2% | +3.0% | -9.2% | -7.6% |
| 6M | -14.0% | +10.9% | -24.9% | -18.4% |
| YTD | -5.1% | +18.2% | -23.3% | -13.8% |
| 1Y | -9.6% | +28.3% | -37.8% | -22.0% |
| All | -46.8% | +75.1% | -121.9% | -63.0% |
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