+128.1%
VTR vs STZ
-49.9%
+178.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -2.9% | -6.0% | +3.1% | -1.8% |
| 30D | -2.8% | -8.9% | +6.1% | -1.2% |
| 3M | +9.0% | -12.6% | +21.6% | +11.5% |
| 6M | +5.0% | -17.2% | +22.2% | +8.2% |
| YTD | +16.9% | -10.0% | +27.0% | +18.0% |
| 1Y | +34.3% | -14.3% | +48.6% | +36.8% |
| All | +128.1% | -49.9% | +178.1% | +172.5% |
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 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