+936.5%
STZ vs VO
+799.0%
+137.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +1.9% |
| 7D | +11.8% | -3.3% | +15.1% | +14.5% |
| 30D | +26.0% | -1.8% | +27.8% | +27.5% |
| 3M | +11.5% | -3.4% | +14.9% | +14.1% |
| 6M | -2.0% | +3.0% | -5.0% | -4.4% |
| YTD | +7.9% | +10.7% | -2.9% | -0.5% |
| 1Y | +13.9% | +11.8% | +2.1% | +4.3% |
| 3Y | -35.8% | +60.4% | -96.2% | -55.2% |
| 5Y | -28.4% | +33.6% | -62.0% | -44.1% |
| 10Y | +7.1% | +202.0% | -194.9% | -54.7% |
| All | +936.5% | +799.0% | +137.4% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling