+706.5%
STZ vs VEU
+192.1%
+514.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | -1.9% | +1.1% | -3.1% | -2.6% |
| 30D | -1.9% | +2.2% | -4.1% | -3.3% |
| 3M | -6.2% | +3.0% | -9.2% | -8.5% |
| 6M | -14.0% | +10.9% | -24.9% | -20.3% |
| YTD | -5.1% | +18.2% | -23.3% | -15.8% |
| 1Y | -9.6% | +28.3% | -37.8% | -24.0% |
| 3Y | -47.2% | +74.6% | -121.9% | -63.9% |
| 5Y | -33.6% | +56.4% | -89.9% | -51.8% |
| 10Y | -9.8% | +153.0% | -162.8% | -52.2% |
| All | +706.5% | +192.1% | +514.3% | +278.6% |
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 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