+228.8%
VTV vs STZ
+13.4%
+215.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +2.9% | +2.6% | +0.4% | +2.1% |
| 30D | +3.8% | +15.2% | -11.4% | -0.9% |
| 3M | +1.6% | +7.6% | -6.1% | -1.2% |
| 6M | +11.2% | +5.3% | +5.9% | +8.5% |
| YTD | +22.0% | +8.6% | +13.3% | +16.5% |
| 1Y | +24.9% | +15.6% | +9.3% | +16.5% |
| 3Y | +78.5% | -35.2% | +113.6% | +99.9% |
| 5Y | +77.8% | -29.1% | +106.9% | +90.1% |
| All | +228.8% | +13.4% | +215.4% | +201.3% |
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