+121.0%
VTR vs STZ
+13.4%
+107.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | +0.2% | +2.6% | -2.4% | -1.0% |
| 30D | +5.5% | +15.2% | -9.7% | -1.5% |
| 3M | -0.9% | +7.6% | -8.6% | -4.9% |
| 6M | -0.4% | +5.3% | -5.7% | -3.8% |
| YTD | +17.0% | +8.6% | +8.4% | +9.3% |
| 1Y | +18.0% | +15.6% | +2.4% | +6.1% |
| 3Y | +127.4% | -35.2% | +162.5% | +169.4% |
| 5Y | +92.3% | -29.1% | +121.4% | +110.6% |
| All | +121.0% | +13.4% | +107.6% | +89.5% |
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 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