+379.7%
VRT vs STZ
-34.9%
+414.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.5% |
| 7D | +10.5% | +2.6% | +7.9% | +10.9% |
| 30D | -9.3% | +15.2% | -24.5% | -7.3% |
| 3M | -29.6% | +7.6% | -37.2% | -28.1% |
| 6M | -45.4% | +5.3% | -50.6% | -44.1% |
| YTD | +24.8% | +8.6% | +16.2% | +26.7% |
| 1Y | +23.6% | +15.6% | +8.0% | +25.4% |
| 3Y | +379.7% | -35.2% | +414.8% | +385.1% |
| All | +379.7% | -34.9% | +414.6% | +385.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling