+130.6%
VMC vs STZ
+11.6%
+119.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.1% | +5.3% | -4.2% | -0.6% |
| 30D | +17.7% | +19.6% | -1.9% | +10.8% |
| 3M | +1.1% | +10.0% | -8.9% | -2.4% |
| 6M | +1.8% | -0.3% | +2.1% | +1.3% |
| YTD | +1.5% | +8.6% | -7.1% | -3.0% |
| 1Y | -1.1% | +16.6% | -17.7% | -8.0% |
| 3Y | +38.8% | -34.8% | +73.6% | +55.6% |
| 5Y | +49.6% | -27.8% | +77.4% | +59.6% |
| 10Y | +130.6% | +12.5% | +118.1% | +116.7% |
| All | +130.6% | +11.6% | +119.1% | +116.7% |
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