+2,267.4%
VGT vs STZ
+806.1%
+1,461.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +1.0% | -1.9% | +2.9% | +1.6% |
| 30D | +1.3% | -1.9% | +3.2% | +1.7% |
| 3M | -1.1% | -6.2% | +5.1% | +0.2% |
| 6M | +32.6% | -14.0% | +46.6% | +37.3% |
| YTD | +29.0% | -5.1% | +34.1% | +28.6% |
| 1Y | +39.7% | -9.6% | +49.3% | +40.9% |
| 3Y | +120.9% | -47.2% | +168.2% | +159.2% |
| 5Y | +133.6% | -33.6% | +167.1% | +153.5% |
| 10Y | +792.6% | -9.8% | +802.3% | +748.1% |
| All | +2,267.4% | +806.1% | +1,461.3% | +902.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling