-46.8%
STZ vs VO
+56.6%
-103.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.9% | -0.3% | -1.7% | -1.8% |
| 30D | -1.9% | -0.3% | -1.5% | -1.7% |
| 3M | -6.2% | +2.9% | -9.2% | -7.8% |
| 6M | -14.0% | +9.3% | -23.4% | -18.2% |
| YTD | -5.1% | +14.2% | -19.3% | -12.3% |
| 1Y | -9.6% | +15.3% | -24.8% | -16.8% |
| All | -46.8% | +56.6% | -103.5% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling