+3.0%
STZ vs VT
+214.8%
-211.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.4% | +2.2% |
| 7D | +11.8% | -4.2% | +16.0% | +15.1% |
| 30D | +26.0% | -5.8% | +31.8% | +31.1% |
| 3M | +11.5% | -5.2% | +16.8% | +15.5% |
| 6M | -2.0% | +0.1% | -2.1% | -3.0% |
| YTD | +7.9% | +8.2% | -0.4% | +0.2% |
| 1Y | +13.9% | +10.1% | +3.8% | +4.4% |
| 3Y | -35.8% | +69.7% | -105.5% | -58.6% |
| 5Y | -28.4% | +53.4% | -81.8% | -50.2% |
| All | +3.0% | +214.8% | -211.8% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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