+41.5%
STZ vs VTEB
+28.3%
+13.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +4.9% | +1.0% | +3.9% | +4.1% |
| 30D | +20.9% | +4.9% | +15.9% | +16.5% |
| 3M | +8.0% | 0.0% | +8.0% | +8.0% |
| 6M | -5.3% | -0.3% | -5.0% | -5.1% |
| YTD | +5.9% | +0.7% | +5.2% | +5.3% |
| 1Y | +14.2% | +1.1% | +13.1% | +13.3% |
| 3Y | -37.0% | +12.7% | -49.6% | -42.2% |
| 5Y | -29.7% | +3.9% | -33.6% | -31.6% |
| 10Y | +5.2% | +21.7% | -16.6% | +7.2% |
| All | +41.5% | +28.3% | +13.2% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling