-14.1%
STZ vs VTEB
+18.8%
-32.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -7.4% | -0.2% | -7.2% | -7.2% |
| 30D | -10.9% | -1.6% | -9.3% | -9.7% |
| 3M | -13.4% | -2.0% | -11.4% | -12.0% |
| 6M | -16.2% | -1.7% | -14.5% | -15.0% |
| YTD | -10.4% | -0.6% | -9.9% | -10.0% |
| 1Y | -14.8% | +1.8% | -16.6% | -16.0% |
| 3Y | -50.1% | +9.6% | -59.7% | -53.6% |
| 5Y | -38.8% | +2.1% | -40.9% | -39.7% |
| 10Y | -14.1% | +18.9% | -33.0% | -11.4% |
| All | -14.1% | +18.8% | -32.9% | -11.4% |
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