+152.5%
VMC vs STZ
-13.0%
+165.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.7% | -3.4% |
| 7D | -5.3% | -6.0% | +0.7% | -3.5% |
| 30D | -12.3% | -8.9% | -3.4% | -9.8% |
| 3M | -10.3% | -12.6% | +2.3% | -6.6% |
| 6M | -8.6% | -17.2% | +8.7% | -3.6% |
| YTD | -11.9% | -10.0% | -1.9% | -10.3% |
| 1Y | -13.9% | -14.3% | +0.4% | -11.2% |
| 3Y | +18.2% | -49.9% | +68.1% | +44.4% |
| 5Y | +47.7% | -38.2% | +86.0% | +65.3% |
| 10Y | +152.5% | -12.0% | +164.5% | +150.9% |
| All | +152.5% | -13.0% | +165.5% | +150.9% |
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