+2,723.0%
VRT vs STZ
-29.0%
+2,752.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.6% |
| 7D | +9.1% | -1.9% | +11.0% | +9.7% |
| 30D | +0.9% | -1.9% | +2.8% | +1.3% |
| 3M | -13.4% | -6.2% | -7.1% | -12.4% |
| 6M | +11.7% | -14.0% | +25.7% | +15.6% |
| YTD | +73.2% | -5.1% | +78.4% | +71.6% |
| 1Y | +123.4% | -9.6% | +133.0% | +124.5% |
| 3Y | +606.2% | -47.2% | +653.4% | +740.5% |
| 5Y | +899.9% | -33.6% | +933.5% | +982.9% |
| All | +2,723.0% | -29.0% | +2,752.0% | +2,462.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling