+24.6%
VEA vs STZ
-12.7%
+37.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -2.1% | -4.1% | +2.0% | -2.0% |
| 30D | -1.1% | -7.6% | +6.5% | -0.9% |
| 3M | +5.1% | -12.3% | +17.4% | +5.5% |
| 6M | +9.8% | -16.3% | +26.1% | +10.6% |
| YTD | +15.9% | -8.4% | +24.3% | +15.1% |
| 1Y | +24.6% | -10.8% | +35.4% | +23.5% |
| All | +24.6% | -12.7% | +37.3% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling