+15.4%
VT vs STZ
+14.7%
+0.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.3% | -3.6% | +1.8% |
| 7D | -0.3% | +13.0% | -13.3% | -0.1% |
| 30D | -1.4% | +29.4% | -30.9% | -1.3% |
| 3M | -1.4% | +11.6% | -13.0% | -1.1% |
| 6M | +5.5% | -0.2% | +5.7% | +5.9% |
| YTD | +12.8% | +8.6% | +4.3% | +11.5% |
| 1Y | +15.4% | +15.9% | -0.5% | +13.1% |
| All | +15.4% | +14.7% | +0.7% | +13.1% |
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