+77.4%
VTI vs STZ
-34.9%
+112.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +2.5% | +2.6% | 0.0% | +2.3% |
| 30D | -1.5% | +15.2% | -16.7% | -3.0% |
| 3M | -3.2% | +7.6% | -10.8% | -3.9% |
| 6M | +2.3% | +5.3% | -3.0% | +1.6% |
| YTD | +11.6% | +8.6% | +3.0% | +9.4% |
| 1Y | +13.8% | +15.6% | -1.8% | +10.2% |
| 3Y | +77.4% | -35.2% | +112.6% | +85.0% |
| All | +77.4% | -34.9% | +112.3% | +85.0% |
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