+80.6%
VTV vs STZ
-38.0%
+118.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -0.7% | -6.0% | +5.4% | +0.7% |
| 30D | -0.5% | -8.9% | +8.4% | +1.5% |
| 3M | +5.3% | -12.6% | +17.9% | +8.3% |
| 6M | +12.9% | -17.2% | +30.1% | +17.2% |
| YTD | +18.5% | -10.0% | +28.5% | +19.5% |
| 1Y | +25.3% | -14.3% | +39.6% | +27.9% |
| 3Y | +68.2% | -49.9% | +118.1% | +99.1% |
| 5Y | +80.6% | -38.2% | +118.9% | +90.5% |
| All | +80.6% | -38.0% | +118.6% | +90.5% |
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 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