+225.9%
VIK vs STZ
-49.0%
+274.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | -0.8% | -6.0% | +5.2% | 0.0% |
| 30D | -18.0% | -8.9% | -9.2% | -17.1% |
| 3M | -5.8% | -12.6% | +6.7% | -4.2% |
| 6M | +17.2% | -17.2% | +34.4% | +20.1% |
| YTD | +19.1% | -10.0% | +29.2% | +19.7% |
| 1Y | +33.6% | -14.3% | +47.9% | +35.5% |
| All | +225.9% | -49.0% | +274.9% | +237.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling