+341.0%
VTRS vs STZ
+9,075.1%
-8,734.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -0.4% |
| 7D | -0.1% | -7.4% | +7.3% | +1.5% |
| 30D | +1.9% | -10.9% | +12.7% | +4.2% |
| 3M | +5.1% | -13.4% | +18.5% | +8.0% |
| 6M | +20.1% | -16.2% | +36.3% | +23.9% |
| YTD | +36.6% | -10.4% | +47.0% | +38.5% |
| 1Y | +64.1% | -14.8% | +78.9% | +68.1% |
| 3Y | +86.4% | -50.1% | +136.5% | +112.1% |
| 5Y | +40.9% | -38.8% | +79.7% | +53.4% |
| 10Y | -48.7% | -14.1% | -34.6% | -48.4% |
| All | +341.0% | +9,075.1% | -8,734.1% | +113.6% |
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