-37.0%
STZ vs VTEB
+12.5%
-49.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.0% |
| 7D | +4.9% | +1.0% | +3.9% | +3.7% |
| 30D | +20.9% | +4.9% | +15.9% | +14.9% |
| 3M | +8.0% | 0.0% | +8.0% | +8.0% |
| 6M | -5.3% | -0.3% | -5.0% | -5.0% |
| YTD | +5.9% | +0.7% | +5.2% | +5.0% |
| 1Y | +14.2% | +1.1% | +13.1% | +12.8% |
| 3Y | -37.0% | +12.7% | -49.6% | -42.4% |
| All | -37.0% | +12.5% | -49.5% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling