+123.4%
VRT vs STZ
-10.2%
+133.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.3% |
| 7D | +9.1% | -1.9% | +11.0% | +8.8% |
| 30D | +0.9% | -1.9% | +2.8% | +0.8% |
| 3M | -13.4% | -6.2% | -7.1% | -13.7% |
| 6M | +11.7% | -14.0% | +25.7% | +11.3% |
| YTD | +73.2% | -5.1% | +78.4% | +65.7% |
| 1Y | +123.4% | -9.6% | +133.0% | +120.7% |
| All | +123.4% | -10.2% | +133.6% | +120.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling