+225.7%
VIK vs STZ
-48.6%
+274.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | -0.9% | -4.5% | +3.5% | -0.4% |
| 30D | -18.4% | -8.6% | -9.8% | -17.5% |
| 3M | -8.8% | -13.8% | +5.0% | -7.0% |
| 6M | +17.1% | -17.2% | +34.3% | +20.1% |
| YTD | +19.0% | -9.4% | +28.4% | +19.4% |
| 1Y | +30.1% | -11.9% | +42.0% | +31.2% |
| All | +225.7% | -48.6% | +274.3% | +236.4% |
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 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