+45.7%
VIK vs STZ
+12.7%
+33.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +3.2% | 0.0% | +3.1% | +3.2% |
| 30D | +8.2% | +14.7% | -6.5% | +7.9% |
| 3M | -14.7% | +8.8% | -23.5% | -14.9% |
| 6M | +10.3% | +3.1% | +7.2% | +10.2% |
| YTD | +24.5% | +7.9% | +16.6% | +25.5% |
| 1Y | +45.7% | +14.2% | +31.6% | +49.4% |
| All | +45.7% | +12.7% | +33.1% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling