+966.1%
VSH vs STZ
+11,023.3%
-10,057.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -1.6% | +5.3% | -6.9% | -3.0% |
| 30D | -21.3% | +19.6% | -40.9% | -25.7% |
| 3M | -18.9% | +10.0% | -28.9% | -22.0% |
| 6M | -21.4% | -0.3% | -21.2% | -22.8% |
| YTD | +86.8% | +8.6% | +78.3% | +77.9% |
| 1Y | +85.8% | +16.6% | +69.2% | +73.0% |
| 3Y | +30.1% | -34.8% | +64.9% | +41.9% |
| 5Y | +42.8% | -27.8% | +70.6% | +50.6% |
| 10Y | +121.2% | +12.5% | +108.7% | +104.5% |
| All | +966.1% | +11,023.3% | -10,057.2% | +326.2% |
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 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