+35.6%
VSH vs STZ
-50.3%
+86.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | +0.4% |
| 7D | +6.2% | -7.4% | +13.6% | +8.2% |
| 30D | -11.1% | -10.9% | -0.2% | -8.7% |
| 3M | -44.9% | -13.4% | -31.5% | -43.1% |
| 6M | +90.0% | -16.2% | +106.2% | +97.2% |
| YTD | +118.8% | -10.4% | +129.2% | +118.8% |
| 1Y | +109.0% | -14.8% | +123.8% | +112.9% |
| 3Y | +35.6% | -50.1% | +85.8% | +56.2% |
| All | +35.6% | -50.3% | +86.0% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling