+112.2%
VSH vs STZ
-14.3%
+126.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +3.5% | -6.0% | +9.6% | +3.6% |
| 30D | -4.4% | -8.9% | +4.5% | -4.4% |
| 3M | -45.8% | -12.6% | -33.3% | -45.4% |
| 6M | +90.1% | -17.2% | +107.4% | +92.6% |
| YTD | +120.3% | -10.0% | +130.4% | +112.9% |
| 1Y | +112.2% | -14.3% | +126.5% | +110.1% |
| All | +112.2% | -14.3% | +126.5% | +110.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling