+567.3%
VRT vs STZ
-29.7%
+597.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.6% |
| 7D | -21.4% | +4.9% | -26.3% | -21.8% |
| 30D | -25.8% | +20.9% | -46.7% | -28.1% |
| 3M | -33.5% | +8.0% | -41.5% | -34.4% |
| 6M | -49.0% | -5.3% | -43.7% | -48.4% |
| YTD | +12.9% | +5.9% | +7.0% | +9.3% |
| 1Y | 0.0% | +14.2% | -14.2% | -5.6% |
| 3Y | +361.8% | -37.0% | +398.8% | +417.4% |
| All | +567.3% | -29.7% | +597.0% | +570.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling