+6.1%
VNQ vs STZ
-29.4%
+35.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +0.8% | +2.6% | -1.8% | 0.0% |
| 30D | +6.8% | +15.2% | -8.4% | +2.1% |
| 3M | -1.3% | +7.6% | -8.9% | -3.8% |
| 6M | +2.4% | +5.3% | -2.9% | +0.2% |
| YTD | +12.1% | +8.6% | +3.5% | +7.1% |
| 1Y | +12.0% | +15.6% | -3.6% | +4.3% |
| 3Y | +44.8% | -35.2% | +79.9% | +65.2% |
| All | +6.1% | -29.4% | +35.5% | +12.7% |
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 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