+51.8%
VG vs STZ
+14.7%
+37.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +5.3% | -13.0% | -6.7% |
| 7D | -16.4% | +13.0% | -29.4% | -14.7% |
| 30D | -10.8% | +29.4% | -40.2% | -7.6% |
| 3M | -6.3% | +11.6% | -17.9% | -4.4% |
| 6M | -12.5% | -0.2% | -12.3% | -12.1% |
| YTD | +76.9% | +8.6% | +68.3% | +76.4% |
| 1Y | +51.8% | +15.9% | +35.9% | +61.8% |
| All | +51.8% | +14.7% | +37.1% | +61.8% |
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 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