+160.5%
VEA vs STZ
+13.4%
+147.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +2.3% | +2.6% | -0.3% | +1.6% |
| 30D | +0.2% | +15.2% | -15.0% | -3.6% |
| 3M | -5.3% | +7.6% | -13.0% | -7.5% |
| 6M | -0.9% | +5.3% | -6.2% | -3.0% |
| YTD | +12.2% | +8.6% | +3.6% | +7.9% |
| 1Y | +16.1% | +15.6% | +0.5% | +9.4% |
| 3Y | +73.0% | -35.2% | +108.1% | +90.8% |
| 5Y | +53.7% | -29.1% | +82.8% | +62.9% |
| All | +160.5% | +13.4% | +147.1% | +140.0% |
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