-9.5%
VMC vs STZ
-10.2%
+0.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -4.3% | -1.9% | -2.4% | -4.1% |
| 30D | -8.2% | -1.9% | -6.4% | -8.0% |
| 3M | -7.0% | -6.2% | -0.8% | -6.5% |
| 6M | -10.8% | -14.0% | +3.3% | -9.8% |
| YTD | -7.4% | -5.1% | -2.3% | -8.1% |
| 1Y | -9.5% | -9.6% | +0.1% | -9.8% |
| All | -9.5% | -10.2% | +0.7% | -9.8% |
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