+52.7%
VMC vs STZ
-36.5%
+89.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -0.3% |
| 7D | -0.5% | -7.4% | +6.9% | +1.3% |
| 30D | -9.1% | -10.9% | +1.8% | -6.6% |
| 3M | -4.1% | -13.4% | +9.3% | -0.9% |
| 6M | -5.5% | -16.2% | +10.7% | -1.9% |
| YTD | -8.9% | -10.4% | +1.5% | -7.8% |
| 1Y | -12.9% | -14.8% | +1.8% | -10.7% |
| 3Y | +22.1% | -50.1% | +72.3% | +46.8% |
| 5Y | +52.7% | -38.8% | +91.5% | +64.2% |
| All | +52.7% | -36.5% | +89.3% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling