+743.6%
VLO vs STZ
+12.5%
+731.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +1.8% |
| 7D | -6.5% | +3.4% | -9.9% | -8.1% |
| 30D | -17.8% | +19.6% | -37.3% | -24.7% |
| 3M | +19.6% | +8.0% | +11.6% | +14.2% |
| 6M | +49.3% | -0.3% | +49.5% | +46.9% |
| YTD | +122.4% | +8.6% | +113.8% | +105.4% |
| 1Y | +107.4% | +17.3% | +90.1% | +83.1% |
| 3Y | +223.1% | -34.7% | +257.7% | +276.7% |
| 5Y | +432.2% | -27.6% | +459.8% | +461.9% |
| 10Y | +743.6% | +11.8% | +731.9% | +614.0% |
| All | +743.6% | +12.5% | +731.1% | +614.0% |
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 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