+26.8%
STZ vs VTEB
+26.7%
+0.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | -0.8% | -1.2% | -1.3% |
| 30D | -1.9% | -1.3% | -0.5% | -0.8% |
| 3M | -6.2% | -2.1% | -4.1% | -4.7% |
| 6M | -14.0% | -1.7% | -12.3% | -12.9% |
| YTD | -5.1% | -0.6% | -4.5% | -4.7% |
| 1Y | -9.6% | +3.1% | -12.6% | -11.6% |
| 3Y | -47.2% | +9.2% | -56.5% | -50.5% |
| 5Y | -33.6% | +2.2% | -35.7% | -34.6% |
| 10Y | -9.8% | +18.8% | -28.5% | -8.2% |
| All | +26.8% | +26.7% | +0.1% | +45.7% |
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