-28.4%
STZ vs VO
+33.1%
-61.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +1.1% |
| 7D | +11.8% | -3.3% | +15.1% | +13.7% |
| 30D | +26.0% | -1.8% | +27.8% | +27.0% |
| 3M | +11.5% | -3.4% | +14.9% | +13.4% |
| 6M | -2.0% | +3.0% | -5.0% | -3.7% |
| YTD | +7.9% | +10.7% | -2.9% | +1.7% |
| 1Y | +13.9% | +11.8% | +2.1% | +6.8% |
| 3Y | -35.8% | +60.4% | -96.2% | -50.5% |
| 5Y | -28.4% | +33.6% | -62.0% | -41.6% |
| All | -28.4% | +33.1% | -61.6% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling