+53.4%
VT vs STZ
-27.7%
+81.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -4.0% |
| 7D | -4.2% | +11.8% | -16.0% | -6.2% |
| 30D | -5.8% | +26.0% | -31.8% | -10.1% |
| 3M | -5.2% | +11.5% | -16.8% | -7.5% |
| 6M | +0.1% | -2.0% | +2.1% | +0.3% |
| YTD | +8.2% | +7.9% | +0.4% | +4.9% |
| 1Y | +10.1% | +13.9% | -3.8% | +5.0% |
| 3Y | +69.7% | -35.8% | +105.5% | +87.1% |
| 5Y | +53.4% | -28.4% | +81.8% | +58.1% |
| All | +53.4% | -27.7% | +81.1% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling