-25.1%
VST vs STZ
+15.1%
-40.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.5% |
| 7D | +10.9% | -0.9% | +11.9% | +10.6% |
| 30D | -15.6% | +14.9% | -30.5% | -12.7% |
| 3M | -7.8% | +8.4% | -16.2% | -5.2% |
| 6M | -12.0% | +2.8% | -14.8% | -9.8% |
| YTD | -16.9% | +7.5% | -24.4% | -16.8% |
| 1Y | -25.1% | +12.5% | -37.6% | -20.3% |
| All | -25.1% | +15.1% | -40.2% | -20.3% |
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