+179.5%
VSH vs STZ
-13.0%
+192.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +3.5% | -6.0% | +9.6% | +6.2% |
| 30D | -4.4% | -8.9% | +4.5% | -0.9% |
| 3M | -45.8% | -12.6% | -33.3% | -43.2% |
| 6M | +90.1% | -17.2% | +107.4% | +102.6% |
| YTD | +120.3% | -10.0% | +130.4% | +123.6% |
| 1Y | +112.2% | -14.3% | +126.5% | +119.7% |
| 3Y | +36.6% | -49.9% | +86.5% | +78.2% |
| 5Y | +67.0% | -38.2% | +105.3% | +93.6% |
| 10Y | +179.5% | -12.0% | +191.5% | +179.2% |
| All | +179.5% | -13.0% | +192.5% | +179.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling