+12.5%
STZ vs VO
+197.4%
-184.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +19.6% | +0.5% | +19.1% | +19.1% |
| 3M | +10.0% | -1.1% | +11.1% | +10.6% |
| 6M | -0.3% | +6.4% | -6.6% | -4.9% |
| YTD | +8.6% | +13.5% | -5.0% | -1.6% |
| 1Y | +16.6% | +13.6% | +3.0% | +5.6% |
| 3Y | -34.8% | +65.2% | -100.0% | -55.6% |
| 5Y | -27.8% | +37.7% | -65.6% | -44.5% |
| 10Y | +12.5% | +198.4% | -185.9% | -55.6% |
| All | +12.5% | +197.4% | -184.9% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling