-35.2%
STZ vs VYM
+74.7%
-109.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +2.6% | +3.7% | -1.1% | 0.0% |
| 30D | +15.2% | +3.7% | +11.5% | +12.2% |
| 3M | +7.6% | -0.7% | +8.4% | +8.1% |
| 6M | +5.3% | +7.2% | -1.9% | 0.0% |
| YTD | +8.6% | +16.9% | -8.3% | -3.4% |
| 1Y | +15.6% | +19.6% | -4.0% | +1.1% |
| 3Y | -35.2% | +74.6% | -109.7% | -59.1% |
| All | -35.2% | +74.7% | -109.9% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling