+789.2%
VGT vs STZ
-10.3%
+799.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.6% |
| 7D | -1.0% | -4.1% | +3.1% | +0.2% |
| 30D | -0.4% | -7.6% | +7.1% | +1.8% |
| 3M | +6.6% | -12.3% | +18.9% | +10.4% |
| 6M | +31.0% | -16.3% | +47.3% | +36.9% |
| YTD | +27.2% | -8.4% | +35.6% | +27.6% |
| 1Y | +34.5% | -10.8% | +45.3% | +35.7% |
| 3Y | +123.1% | -49.0% | +172.1% | +170.8% |
| 5Y | +135.1% | -36.5% | +171.6% | +159.8% |
| All | +789.2% | -10.3% | +799.6% | +743.8% |
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 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