-24.1%
VST vs STZ
+12.7%
-36.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.9% |
| 7D | +19.2% | 0.0% | +19.1% | +19.1% |
| 30D | -17.2% | +14.7% | -31.9% | -14.2% |
| 3M | -8.1% | +8.8% | -16.9% | -5.5% |
| 6M | -8.1% | +3.1% | -11.2% | -5.8% |
| YTD | -16.3% | +7.9% | -24.1% | -16.0% |
| 1Y | -24.1% | +14.2% | -38.3% | -18.1% |
| All | -24.1% | +12.7% | -36.8% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling