+1,112.0%
VST vs STZ
+3.4%
+1,108.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.3% | +11.1% |
| 7D | -9.8% | +4.9% | -14.7% | -11.5% |
| 30D | -25.1% | +20.9% | -46.0% | -30.2% |
| 3M | -11.6% | +8.0% | -19.6% | -14.7% |
| 6M | -20.9% | -5.3% | -15.6% | -20.7% |
| YTD | -22.3% | +5.9% | -28.2% | -26.2% |
| 1Y | -32.0% | +14.2% | -46.2% | -37.4% |
| 3Y | +262.4% | -37.0% | +299.4% | +306.0% |
| 5Y | +563.4% | -29.7% | +593.1% | +594.1% |
| All | +1,112.0% | +3.4% | +1,108.7% | +936.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling