+377.4%
VT vs STZ
+677.0%
-299.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +0.4% | -1.9% | +2.4% | +1.1% |
| 30D | +1.0% | -1.9% | +2.9% | +1.4% |
| 3M | +2.4% | -6.2% | +8.6% | +4.0% |
| 6M | +12.0% | -14.0% | +26.0% | +16.6% |
| YTD | +15.3% | -5.1% | +20.5% | +15.4% |
| 1Y | +22.6% | -9.6% | +32.1% | +24.2% |
| 3Y | +74.7% | -47.2% | +121.9% | +108.9% |
| 5Y | +66.1% | -33.6% | +99.7% | +81.2% |
| 10Y | +225.0% | -9.8% | +234.8% | +201.2% |
| All | +377.4% | +677.0% | -299.5% | +68.6% |
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 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