+826.4%
VSH vs STZ
+10,752.7%
-9,926.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.2% |
| 7D | -12.9% | +4.9% | -17.8% | -14.3% |
| 30D | -36.9% | +20.9% | -57.7% | -40.7% |
| 3M | -28.8% | +8.0% | -36.7% | -31.2% |
| 6M | -30.3% | -5.3% | -25.0% | -30.6% |
| YTD | +62.4% | +5.9% | +56.4% | +55.5% |
| 1Y | +62.5% | +14.2% | +48.3% | +52.1% |
| 3Y | +7.4% | -37.0% | +44.4% | +18.1% |
| 5Y | +25.4% | -29.7% | +55.1% | +33.1% |
| 10Y | +102.6% | +5.2% | +97.5% | +90.2% |
| All | +826.4% | +10,752.7% | -9,926.2% | +272.6% |
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