+1,121.2%
VST vs STZ
+13.9%
+1,107.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -6.0% | +5.3% | -11.4% | -7.7% |
| 30D | -18.8% | +19.6% | -38.4% | -23.8% |
| 3M | -8.0% | +10.0% | -18.0% | -11.7% |
| 6M | -10.9% | -0.3% | -10.7% | -12.1% |
| YTD | -18.3% | +8.6% | -26.9% | -23.0% |
| 1Y | -29.9% | +16.6% | -46.5% | -35.9% |
| 3Y | +290.3% | -34.8% | +325.1% | +332.7% |
| 5Y | +635.3% | -27.8% | +663.1% | +663.4% |
| All | +1,121.2% | +13.9% | +1,107.3% | +924.1% |
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