+2,010.2%
VRT vs STZ
-19.3%
+2,029.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +18.6% | 0.0% | +18.6% | +18.6% |
| 30D | -11.7% | +14.7% | -26.4% | -15.3% |
| 3M | -27.3% | +8.8% | -36.1% | -29.6% |
| 6M | -42.9% | +3.1% | -45.9% | -44.2% |
| YTD | +29.5% | +7.9% | +21.6% | +22.9% |
| 1Y | +21.0% | +14.2% | +6.9% | +12.6% |
| 3Y | +403.1% | -35.2% | +438.3% | +454.7% |
| 5Y | +688.8% | -29.6% | +718.4% | +741.9% |
| All | +2,010.2% | -19.3% | +2,029.4% | +1,735.5% |
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 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