-14.1%
STZ vs VYM
+201.8%
-215.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.2% |
| 7D | -7.4% | +0.1% | -7.5% | -7.5% |
| 30D | -10.9% | -1.3% | -9.6% | -9.9% |
| 3M | -13.4% | +4.1% | -17.5% | -16.3% |
| 6M | -16.2% | +9.8% | -26.0% | -22.7% |
| YTD | -10.4% | +15.3% | -25.8% | -21.0% |
| 1Y | -14.8% | +20.0% | -34.8% | -27.4% |
| 3Y | -50.1% | +66.2% | -116.4% | -68.3% |
| 5Y | -38.8% | +77.5% | -116.3% | -63.6% |
| 10Y | -14.1% | +201.7% | -215.8% | -67.4% |
| All | -14.1% | +201.8% | -215.9% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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