+21.0%
VRT vs STZ
+12.7%
+8.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.6% | +8.6% | +7.7% |
| 7D | +18.6% | 0.0% | +18.6% | +18.5% |
| 30D | -11.7% | +14.7% | -26.4% | -6.6% |
| 3M | -27.3% | +8.8% | -36.1% | -23.3% |
| 6M | -42.9% | +3.1% | -45.9% | -39.8% |
| YTD | +29.5% | +7.9% | +21.6% | +27.9% |
| 1Y | +21.0% | +14.2% | +6.9% | +23.8% |
| All | +21.0% | +12.7% | +8.4% | +23.8% |
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