-67.9%
VFC vs STZ
-29.7%
-38.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.1% |
| 7D | +11.2% | +4.9% | +6.3% | +8.4% |
| 30D | +41.5% | +20.9% | +20.6% | +27.7% |
| 3M | +38.9% | +8.0% | +31.0% | +32.7% |
| 6M | +6.1% | -5.3% | +11.4% | +8.6% |
| YTD | +14.5% | +5.9% | +8.6% | +7.9% |
| 1Y | +46.0% | +14.2% | +31.7% | +31.5% |
| 3Y | +36.4% | -37.0% | +73.3% | +67.4% |
| All | -67.9% | -29.7% | -38.2% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling