+3,718.2%
VMC vs STZ
+10,752.7%
-7,034.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +0.5% | +4.9% | -4.4% | -0.6% |
| 30D | +15.8% | +20.9% | -5.1% | +10.8% |
| 3M | +0.6% | +8.0% | -7.4% | -1.4% |
| 6M | -4.0% | -5.3% | +1.3% | -3.2% |
| YTD | -0.3% | +5.9% | -6.2% | -2.6% |
| 1Y | -0.5% | +14.2% | -14.7% | -4.5% |
| 3Y | +39.6% | -37.0% | +76.5% | +51.5% |
| 5Y | +50.1% | -29.7% | +79.8% | +58.3% |
| 10Y | +163.9% | +5.2% | +158.8% | +149.3% |
| All | +3,718.2% | +10,752.7% | -7,034.5% | +1,818.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling