-1.8%
VGT vs STZ
+4.3%
-6.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.5% |
| 7D | +2.5% | +2.6% | -0.1% | +3.1% |
| 30D | -9.5% | +15.2% | -24.7% | -5.8% |
| 3M | -9.5% | +7.6% | -17.1% | -6.7% |
| 6M | -1.8% | +5.3% | -7.0% | +1.7% |
| All | -1.8% | +4.3% | -6.1% | +1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling