+420.5%
VUG vs STZ
-13.0%
+433.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +0.1% | -6.0% | +6.1% | +1.9% |
| 30D | -1.7% | -8.9% | +7.2% | +0.9% |
| 3M | +2.8% | -12.6% | +15.4% | +6.4% |
| 6M | +13.6% | -17.2% | +30.8% | +19.0% |
| YTD | +8.1% | -10.0% | +18.1% | +9.3% |
| 1Y | +13.1% | -14.3% | +27.4% | +15.9% |
| 3Y | +87.0% | -49.9% | +136.9% | +126.1% |
| 5Y | +76.0% | -38.2% | +114.2% | +95.7% |
| 10Y | +420.5% | -12.0% | +432.5% | +399.9% |
| All | +420.5% | -13.0% | +433.5% | +399.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling