+160.1%
VEA vs STZ
+663.7%
-503.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -1.3% | -0.9% | -0.3% | -1.0% |
| 30D | 0.0% | +14.9% | -15.0% | -4.7% |
| 3M | -3.6% | +8.4% | -12.0% | -6.6% |
| 6M | -0.5% | +2.8% | -3.3% | -2.5% |
| YTD | +13.0% | +7.5% | +5.5% | +8.1% |
| 1Y | +16.3% | +12.5% | +3.7% | +9.3% |
| 3Y | +74.4% | -35.4% | +109.8% | +93.9% |
| 5Y | +55.8% | -29.3% | +85.1% | +65.9% |
| 10Y | +161.1% | +11.8% | +149.3% | +123.4% |
| All | +160.1% | +663.7% | -503.6% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling