+392.1%
VNQ vs STZ
+669.9%
-277.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +2.2% |
| 7D | -0.4% | -7.4% | +7.0% | +2.6% |
| 30D | -2.5% | -10.9% | +8.3% | +1.9% |
| 3M | +1.4% | -13.4% | +14.8% | +6.9% |
| 6M | +4.6% | -16.2% | +20.8% | +11.2% |
| YTD | +10.5% | -10.4% | +21.0% | +13.5% |
| 1Y | +8.4% | -14.8% | +23.2% | +13.1% |
| 3Y | +32.4% | -50.1% | +82.6% | +68.9% |
| 5Y | +5.5% | -38.8% | +44.3% | +22.4% |
| 10Y | +59.1% | -14.1% | +73.2% | +51.3% |
| All | +392.1% | +669.9% | -277.8% | +38.5% |
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