-50.2%
VFC vs STZ
+12.6%
-62.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -1.4% | 0.0% | -1.5% | -1.5% |
| 30D | +24.6% | +14.7% | +9.9% | +15.3% |
| 3M | +38.4% | +8.8% | +29.6% | +31.4% |
| 6M | +15.3% | +3.1% | +12.2% | +12.3% |
| YTD | +12.7% | +7.9% | +4.9% | +5.4% |
| 1Y | +32.7% | +14.2% | +18.5% | +20.1% |
| 3Y | +43.7% | -35.2% | +78.9% | +75.3% |
| 5Y | -69.2% | -29.6% | -39.6% | -64.2% |
| All | -50.2% | +12.6% | -62.8% | -55.1% |
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