+2,826.7%
VRT vs STZ
-33.0%
+2,859.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.6% | +9.3% | +5.3% |
| 7D | +13.6% | -7.4% | +21.0% | +16.0% |
| 30D | +6.8% | -10.9% | +17.7% | +10.0% |
| 3M | -3.2% | -13.4% | +10.2% | +0.1% |
| 6M | +20.3% | -16.2% | +36.5% | +25.1% |
| YTD | +79.6% | -10.4% | +90.0% | +80.6% |
| 1Y | +139.0% | -14.8% | +153.8% | +144.0% |
| 3Y | +644.6% | -50.1% | +694.8% | +799.4% |
| 5Y | +1,024.4% | -38.8% | +1,063.2% | +1,149.2% |
| All | +2,826.7% | -33.0% | +2,859.7% | +2,597.7% |
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 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