+50.0%
VG vs STZ
+13.3%
+36.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | -0.2% |
| 7D | -22.0% | +4.9% | -26.9% | -21.2% |
| 30D | -11.6% | +20.9% | -32.5% | -9.4% |
| 3M | -14.9% | +8.0% | -22.9% | -13.6% |
| 6M | -3.5% | -5.3% | +1.8% | -4.2% |
| YTD | +70.0% | +5.9% | +64.0% | +68.4% |
| 1Y | +50.0% | +14.2% | +35.8% | +62.5% |
| All | +50.0% | +13.3% | +36.7% | +62.5% |
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