+1,476.2%
VTR vs STZ
+4,482.6%
-3,006.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -0.3% | -4.5% | +4.2% | +1.1% |
| 30D | +1.1% | -8.6% | +9.7% | +4.0% |
| 3M | +7.9% | -13.8% | +21.7% | +12.8% |
| 6M | +6.2% | -17.2% | +23.3% | +12.0% |
| YTD | +17.7% | -9.4% | +27.1% | +19.9% |
| 1Y | +32.9% | -11.9% | +44.8% | +36.0% |
| 3Y | +129.7% | -49.6% | +179.3% | +178.6% |
| 5Y | +89.3% | -37.2% | +126.5% | +111.6% |
| 10Y | +99.1% | -11.3% | +110.5% | +99.4% |
| All | +1,476.2% | +4,482.6% | -3,006.4% | +535.4% |
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