+816.8%
STZ vs VEU
+168.0%
+648.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.0% | +1.6% |
| 7D | +11.8% | -3.4% | +15.2% | +14.2% |
| 30D | +26.0% | -5.6% | +31.6% | +30.3% |
| 3M | +11.5% | -6.2% | +17.8% | +15.7% |
| 6M | -2.0% | -2.0% | 0.0% | -1.8% |
| YTD | +7.9% | +8.5% | -0.6% | +0.7% |
| 1Y | +13.9% | +12.1% | +1.9% | +4.1% |
| 3Y | -35.8% | +64.7% | -100.6% | -54.6% |
| 5Y | -28.4% | +45.3% | -73.7% | -45.7% |
| 10Y | +7.1% | +142.3% | -135.2% | -41.9% |
| All | +816.8% | +168.0% | +648.7% | +352.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling