+1.1%
STZ vs VO
+196.6%
-195.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +4.9% | -2.6% | +7.5% | +6.8% |
| 30D | +20.9% | -0.9% | +21.8% | +21.5% |
| 3M | +8.0% | -3.0% | +11.0% | +10.2% |
| 6M | -5.3% | +2.2% | -7.5% | -7.1% |
| YTD | +5.9% | +10.6% | -4.6% | -2.2% |
| 1Y | +14.2% | +12.5% | +1.7% | +4.2% |
| 3Y | -37.0% | +61.4% | -98.4% | -56.3% |
| 5Y | -29.7% | +33.4% | -63.1% | -44.6% |
| All | +1.1% | +196.6% | -195.4% | -56.5% |
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