+244.3%
VIK vs STZ
-38.4%
+282.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +2.7% | +2.6% | +0.2% | +2.4% |
| 30D | +8.8% | +15.2% | -6.4% | +6.7% |
| 3M | -15.3% | +7.6% | -22.9% | -16.2% |
| 6M | +9.4% | +5.3% | +4.1% | +8.3% |
| YTD | +25.9% | +8.6% | +17.2% | +23.1% |
| 1Y | +51.0% | +15.6% | +35.4% | +45.6% |
| All | +244.3% | -38.4% | +282.7% | +246.8% |
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