+16.3%
STZ vs VTEB
+23.2%
-6.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | +2.6% | -1.2% | +3.8% | +3.6% |
| 30D | +15.2% | +2.5% | +12.7% | +13.0% |
| 3M | +7.6% | -1.7% | +9.3% | +9.1% |
| 6M | +5.3% | -1.2% | +6.5% | +6.3% |
| YTD | +8.6% | -0.5% | +9.1% | +9.1% |
| 1Y | +15.6% | -0.1% | +15.6% | +15.6% |
| 3Y | -35.2% | +10.5% | -45.6% | -39.8% |
| 5Y | -29.1% | +2.6% | -31.7% | -30.4% |
| All | +16.3% | +23.2% | -6.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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