+938.9%
VTI vs STZ
+1,652.6%
-713.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +2.5% | +2.6% | 0.0% | +1.8% |
| 30D | -1.5% | +15.2% | -16.7% | -5.6% |
| 3M | -3.2% | +7.6% | -10.8% | -5.7% |
| 6M | +2.3% | +5.3% | -3.0% | -0.1% |
| YTD | +11.6% | +8.6% | +3.0% | +7.1% |
| 1Y | +13.8% | +15.6% | -1.8% | +7.0% |
| 3Y | +77.4% | -35.2% | +112.6% | +94.2% |
| 5Y | +64.6% | -29.1% | +93.6% | +74.5% |
| 10Y | +290.6% | +12.9% | +277.6% | +250.3% |
| All | +938.9% | +1,652.6% | -713.7% | +326.3% |
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