-37.6%
STZ vs VLTO
+54.1%
-91.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +11.8% | +12.0% | -0.2% | +8.6% |
| 30D | +26.0% | +20.8% | +5.1% | +20.2% |
| 3M | +11.5% | +20.1% | -8.6% | +6.6% |
| 6M | -2.0% | +32.6% | -34.6% | -8.3% |
| YTD | +7.9% | +17.3% | -9.5% | +3.4% |
| 1Y | +13.9% | +17.3% | -3.4% | +9.1% |
| 3Y | -35.8% | +66.9% | -102.8% | -42.6% |
| All | -37.6% | +54.1% | -91.7% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 5y: compounded portfolio wealth divided by compounded VLTO 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…
5y analysis · Full analysis span regression · 6 months rolling