-30.6%
STZ vs VT
+57.9%
-88.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +6.6% | -1.6% | +8.2% | +7.3% |
| 30D | +23.4% | -2.5% | +25.8% | +24.6% |
| 3M | +6.0% | -1.3% | +7.3% | +6.4% |
| 6M | -8.2% | +3.1% | -11.3% | -10.1% |
| YTD | +3.1% | +10.9% | -7.9% | -3.3% |
| 1Y | +8.7% | +12.1% | -3.4% | +1.4% |
| 3Y | -38.7% | +73.9% | -112.6% | -55.8% |
| All | -30.6% | +57.9% | -88.5% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling