+1,161.5%
VSH vs STZ
+9,621.1%
-8,459.6%
-96.4%
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 | +4.1% | -1.9% | +6.0% | +4.6% |
| 30D | -4.2% | -1.9% | -2.3% | -3.8% |
| 3M | -50.0% | -6.2% | -43.7% | -49.4% |
| 6M | +80.2% | -14.0% | +94.2% | +86.2% |
| YTD | +121.1% | -5.1% | +126.2% | +121.0% |
| 1Y | +112.0% | -9.6% | +121.6% | +114.5% |
| 3Y | +22.5% | -47.2% | +69.8% | +43.3% |
| 5Y | +64.0% | -33.6% | +97.6% | +78.9% |
| 10Y | +170.4% | -9.8% | +180.1% | +167.6% |
| All | +1,161.5% | +9,621.1% | -8,459.6% | +429.4% |
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 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