+227.8%
VST vs STZ
-36.0%
+263.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.5% | -6.2% |
| 7D | -19.9% | +11.8% | -31.7% | -18.7% |
| 30D | -29.7% | +26.0% | -55.6% | -28.0% |
| 3M | -19.6% | +11.5% | -31.1% | -18.3% |
| 6M | -29.4% | -2.0% | -27.4% | -28.7% |
| YTD | -29.7% | +7.9% | -37.6% | -28.9% |
| 1Y | -40.0% | +13.9% | -54.0% | -39.2% |
| All | +227.8% | -36.0% | +263.8% | +223.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling