+75.0%
VTI vs STZ
-37.6%
+112.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | -0.9% | -4.5% | +3.6% | +0.1% |
| 30D | -1.4% | -8.6% | +7.1% | +0.4% |
| 3M | +3.6% | -13.8% | +17.4% | +6.8% |
| 6M | +13.6% | -17.2% | +30.8% | +17.8% |
| YTD | +12.9% | -9.4% | +22.3% | +13.4% |
| 1Y | +17.2% | -11.9% | +29.1% | +18.4% |
| 3Y | +75.7% | -49.6% | +125.3% | +109.5% |
| All | +75.0% | -37.6% | +112.6% | +85.5% |
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