+61.8%
VNQ vs STZ
-11.3%
+73.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.1% |
| 7D | -1.3% | -4.5% | +3.2% | +0.3% |
| 30D | -2.6% | -8.6% | +6.0% | +0.5% |
| 3M | -2.0% | -13.8% | +11.7% | +3.1% |
| 6M | +4.3% | -17.2% | +21.5% | +10.9% |
| YTD | +9.2% | -9.4% | +18.6% | +11.3% |
| 1Y | +5.6% | -11.9% | +17.5% | +8.4% |
| 3Y | +30.8% | -49.6% | +80.4% | +65.2% |
| 5Y | +8.0% | -37.2% | +45.1% | +23.1% |
| All | +61.8% | -11.3% | +73.1% | +57.1% |
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