-2.5%
VRT vs STZ
+14.2%
-16.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +2.7% |
| 7D | -21.4% | +4.9% | -26.3% | -19.4% |
| 30D | -25.8% | +20.9% | -46.7% | -20.5% |
| 3M | -33.5% | +8.0% | -41.5% | -30.2% |
| 6M | -49.0% | -5.3% | -43.7% | -46.6% |
| YTD | +12.9% | +5.9% | +7.0% | +11.6% |
| All | -2.5% | +14.2% | -16.8% | +2.1% |
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