+158.3%
VEA vs STZ
-10.3%
+168.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.7% |
| 7D | -2.1% | -4.1% | +2.0% | -1.0% |
| 30D | -1.1% | -7.6% | +6.5% | +0.9% |
| 3M | +5.1% | -12.3% | +17.4% | +8.4% |
| 6M | +9.8% | -16.3% | +26.1% | +14.3% |
| YTD | +15.9% | -8.4% | +24.3% | +16.9% |
| 1Y | +24.6% | -10.8% | +35.4% | +26.3% |
| 3Y | +75.5% | -49.0% | +124.5% | +107.4% |
| 5Y | +59.4% | -36.5% | +95.9% | +73.7% |
| All | +158.3% | -10.3% | +168.7% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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