-68.8%
VFC vs STZ
-14.3%
-54.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.8% | +1.2% |
| 7D | +0.8% | -7.4% | +8.2% | +5.1% |
| 30D | -11.9% | -10.9% | -1.1% | -6.4% |
| 3M | -20.2% | -13.4% | -6.7% | -13.8% |
| 6M | -23.0% | -16.2% | -6.8% | -15.9% |
| YTD | -26.2% | -10.4% | -15.8% | -23.2% |
| 1Y | -13.3% | -14.8% | +1.4% | -7.1% |
| 3Y | -25.5% | -50.1% | +24.7% | +5.5% |
| 5Y | -78.1% | -38.8% | -39.3% | -72.6% |
| 10Y | -68.8% | -14.1% | -54.7% | -68.3% |
| All | -68.8% | -14.3% | -54.5% | -68.3% |
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