+42.3%
VFC vs STZ
+14.2%
+28.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.8% |
| 7D | +11.2% | +4.9% | +6.3% | +9.2% |
| 30D | +41.5% | +20.9% | +20.6% | +31.8% |
| 3M | +38.9% | +8.0% | +31.0% | +35.0% |
| 6M | +6.1% | -5.3% | +11.4% | +7.7% |
| YTD | +14.5% | +5.9% | +8.6% | +5.5% |
| All | +42.3% | +14.2% | +28.1% | +26.9% |
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