+55.6%
VFC vs STZ
+14.7%
+40.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.3% | -0.9% | +2.3% |
| 7D | +21.5% | +13.0% | +8.5% | +15.8% |
| 30D | +46.7% | +29.4% | +17.2% | +32.7% |
| 3M | +38.4% | +11.6% | +26.8% | +32.5% |
| 6M | +15.2% | -0.2% | +15.4% | +14.9% |
| YTD | +17.8% | +8.6% | +9.3% | +6.7% |
| 1Y | +55.6% | +15.9% | +39.6% | +34.4% |
| All | +55.6% | +14.7% | +40.8% | +34.4% |
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