+213.7%
VT vs STZ
+3.4%
+210.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | -2.3% | +4.9% | -7.2% | -3.7% |
| 30D | -5.0% | +20.9% | -25.8% | -10.2% |
| 3M | -4.9% | +8.0% | -12.9% | -7.4% |
| 6M | -1.5% | -5.3% | +3.8% | -0.8% |
| YTD | +8.5% | +5.9% | +2.6% | +4.6% |
| 1Y | +11.4% | +14.2% | -2.8% | +4.7% |
| 3Y | +70.1% | -37.0% | +107.0% | +90.0% |
| 5Y | +53.7% | -29.7% | +83.4% | +63.8% |
| All | +213.7% | +3.4% | +210.3% | +193.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling