+905.2%
VRT vs STZ
-33.3%
+938.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.5% |
| 7D | +9.1% | -1.9% | +11.0% | +9.5% |
| 30D | +0.9% | -1.9% | +2.8% | +1.2% |
| 3M | -13.4% | -6.2% | -7.1% | -12.7% |
| 6M | +11.7% | -14.0% | +25.7% | +14.5% |
| YTD | +73.2% | -5.1% | +78.4% | +70.8% |
| 1Y | +123.4% | -9.6% | +133.0% | +123.1% |
| 3Y | +606.2% | -47.2% | +653.4% | +738.3% |
| All | +905.2% | -33.3% | +938.5% | +1,015.4% |
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