+520.1%
VFC vs STZ
+9,621.1%
-9,101.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -1.6% | -1.9% | +0.3% | -1.1% |
| 30D | -11.6% | -1.9% | -9.7% | -11.2% |
| 3M | -18.1% | -6.2% | -11.9% | -16.7% |
| 6M | -27.4% | -14.0% | -13.3% | -24.6% |
| YTD | -24.8% | -5.1% | -19.7% | -24.2% |
| 1Y | -8.2% | -9.6% | +1.4% | -6.2% |
| 3Y | -29.1% | -47.2% | +18.1% | -17.5% |
| 5Y | -79.2% | -33.6% | -45.6% | -77.0% |
| 10Y | -68.1% | -9.8% | -58.3% | -67.4% |
| All | +520.1% | +9,621.1% | -9,101.0% | +200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling