+399.1%
VNQ vs STZ
+834.0%
-434.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +0.8% | +2.6% | -1.8% | -0.2% |
| 30D | +6.8% | +15.2% | -8.4% | +0.7% |
| 3M | -1.3% | +7.6% | -8.9% | -4.7% |
| 6M | +2.4% | +5.3% | -2.9% | -0.6% |
| YTD | +12.1% | +8.6% | +3.5% | +6.2% |
| 1Y | +12.0% | +15.6% | -3.6% | +3.2% |
| 3Y | +44.8% | -35.2% | +79.9% | +65.5% |
| 5Y | +6.9% | -29.1% | +36.0% | +16.6% |
| 10Y | +82.9% | +12.9% | +70.0% | +55.4% |
| All | +399.1% | +834.0% | -434.9% | +29.6% |
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