+125.7%
VMC vs STZ
+13.4%
+112.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -1.3% | +2.6% | -3.8% | -2.1% |
| 30D | +15.5% | +15.2% | +0.3% | +10.1% |
| 3M | +0.6% | +7.6% | -7.1% | -2.1% |
| 6M | +2.1% | +5.3% | -3.2% | -0.3% |
| YTD | -1.6% | +8.6% | -10.2% | -5.9% |
| 1Y | -1.2% | +15.6% | -16.7% | -7.8% |
| 3Y | +35.3% | -35.2% | +70.5% | +52.1% |
| 5Y | +43.6% | -29.1% | +72.7% | +54.3% |
| All | +125.7% | +13.4% | +112.3% | +111.2% |
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