+88.0%
VTR vs STZ
-38.7%
+126.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -2.9% | -6.0% | +3.1% | -1.4% |
| 30D | -2.8% | -8.9% | +6.1% | -0.6% |
| 3M | +9.0% | -12.6% | +21.6% | +12.5% |
| 6M | +5.0% | -17.2% | +22.2% | +9.6% |
| YTD | +16.9% | -10.0% | +27.0% | +18.4% |
| 1Y | +34.3% | -14.3% | +48.6% | +37.6% |
| 3Y | +131.6% | -49.9% | +181.5% | +183.5% |
| All | +88.0% | -38.7% | +126.7% | +99.1% |
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 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