-13.5%
VFC vs STZ
-14.3%
+0.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -2.3% | -6.0% | +3.7% | +0.4% |
| 30D | -13.4% | -8.9% | -4.5% | -9.7% |
| 3M | -23.7% | -12.6% | -11.1% | -19.1% |
| 6M | -24.5% | -17.2% | -7.2% | -18.7% |
| YTD | -27.8% | -10.0% | -17.8% | -29.6% |
| 1Y | -13.5% | -14.3% | +0.8% | -12.6% |
| All | -13.5% | -14.3% | +0.9% | -12.6% |
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 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