+97.3%
VTR vs STZ
-10.3%
+107.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.3% |
| 7D | -1.8% | -4.1% | +2.3% | +0.1% |
| 30D | +4.0% | -7.6% | +11.6% | +7.7% |
| 3M | +7.8% | -12.3% | +20.1% | +14.0% |
| 6M | +6.4% | -16.3% | +22.7% | +14.3% |
| YTD | +18.3% | -8.4% | +26.7% | +20.2% |
| 1Y | +33.9% | -10.8% | +44.8% | +36.8% |
| 3Y | +134.3% | -49.0% | +183.3% | +214.2% |
| 5Y | +90.3% | -36.5% | +126.7% | +117.8% |
| All | +97.3% | -10.3% | +107.7% | +88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling