+367.1%
VT vs STZ
+788.9%
-421.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.3% | -3.6% | 0.0% |
| 7D | -0.3% | +13.0% | -13.3% | -4.3% |
| 30D | -1.4% | +29.4% | -30.9% | -9.7% |
| 3M | -1.4% | +11.6% | -13.0% | -5.5% |
| 6M | +5.5% | -0.2% | +5.7% | +4.4% |
| YTD | +12.8% | +8.6% | +4.3% | +7.5% |
| 1Y | +15.4% | +15.9% | -0.5% | +7.3% |
| 3Y | +76.9% | -35.4% | +112.3% | +96.8% |
| 5Y | +60.4% | -26.9% | +87.3% | +69.1% |
| 10Y | +232.8% | +7.8% | +225.0% | +189.4% |
| All | +367.1% | +788.9% | -421.8% | +57.1% |
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 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