+69.7%
VT vs STZ
-36.0%
+105.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -4.0% |
| 7D | -4.2% | +11.8% | -16.0% | -5.2% |
| 30D | -5.8% | +26.0% | -31.8% | -8.1% |
| 3M | -5.2% | +11.5% | -16.8% | -6.4% |
| 6M | +0.1% | -2.0% | +2.1% | +0.4% |
| YTD | +8.2% | +7.9% | +0.4% | +6.2% |
| 1Y | +10.1% | +13.9% | -3.8% | +7.0% |
| All | +69.7% | -36.0% | +105.7% | +78.3% |
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