+245.1%
VIK vs STZ
-39.0%
+284.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.2% | +2.4% |
| 7D | -1.2% | -0.9% | -0.3% | -1.1% |
| 30D | +11.5% | +14.9% | -3.4% | +9.4% |
| 3M | -11.3% | +8.4% | -19.7% | -12.4% |
| 6M | +11.3% | +2.8% | +8.5% | +10.6% |
| YTD | +26.1% | +7.5% | +18.6% | +23.6% |
| 1Y | +50.0% | +12.5% | +37.4% | +45.3% |
| All | +245.1% | -39.0% | +284.1% | +248.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling