-46.6%
VG vs STZ
-15.9%
-30.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.5% |
| 7D | +5.5% | -0.9% | +6.4% | +5.5% |
| 30D | -3.6% | +14.9% | -18.5% | -4.0% |
| 3M | -4.0% | +8.4% | -12.4% | -4.1% |
| 6M | +9.4% | +2.8% | +6.6% | +9.7% |
| YTD | +86.6% | +7.5% | +79.1% | +82.1% |
| 1Y | +69.5% | +12.5% | +57.0% | +63.3% |
| All | -46.6% | -15.9% | -30.7% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling