+1,216.9%
VST vs STZ
-12.9%
+1,229.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | +8.9% | -1.9% | +10.8% | +9.6% |
| 30D | +6.2% | -1.9% | +8.1% | +6.7% |
| 3M | -2.7% | -6.2% | +3.5% | -1.3% |
| 6M | -8.4% | -14.0% | +5.7% | -4.6% |
| YTD | -7.2% | -5.1% | -2.1% | -7.8% |
| 1Y | -20.9% | -9.6% | -11.3% | -20.4% |
| 3Y | +384.0% | -47.2% | +431.2% | +485.1% |
| 5Y | +757.1% | -33.6% | +790.6% | +813.9% |
| All | +1,216.9% | -12.9% | +1,229.7% | +1,069.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling