-37.2%
STZ vs VLTO
+54.7%
-91.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +5.2% |
| 7D | +13.0% | +13.8% | -0.9% | +9.3% |
| 30D | +29.4% | +21.2% | +8.2% | +23.4% |
| 3M | +11.6% | +21.5% | -9.9% | +6.4% |
| 6M | -0.2% | +33.0% | -33.2% | -6.8% |
| YTD | +8.6% | +17.8% | -9.2% | +4.0% |
| 1Y | +15.9% | +18.1% | -2.2% | +10.8% |
| 3Y | -35.4% | +67.6% | -103.0% | -42.3% |
| All | -37.2% | +54.7% | -91.9% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling