-51.4%
VG vs STZ
-15.7%
-35.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -4.0% |
| 7D | -22.0% | +11.8% | -33.8% | -22.2% |
| 30D | -14.7% | +26.0% | -40.7% | -15.5% |
| 3M | -7.1% | +11.5% | -18.6% | -7.3% |
| 6M | -11.2% | -2.0% | -9.2% | -10.7% |
| YTD | +69.8% | +7.9% | +62.0% | +65.7% |
| 1Y | +49.9% | +13.9% | +35.9% | +44.1% |
| All | -51.4% | -15.7% | -35.7% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling