+76.3%
VUG vs STZ
-36.5%
+112.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.8% |
| 7D | +0.9% | -7.4% | +8.2% | +2.5% |
| 30D | -1.4% | -10.9% | +9.5% | +0.9% |
| 3M | +2.3% | -13.4% | +15.8% | +5.2% |
| 6M | +15.7% | -16.2% | +31.9% | +19.3% |
| YTD | +8.6% | -10.4% | +19.1% | +9.0% |
| 1Y | +14.1% | -14.8% | +28.8% | +15.9% |
| 3Y | +87.9% | -50.1% | +138.0% | +125.2% |
| 5Y | +76.3% | -38.8% | +115.1% | +90.5% |
| All | +76.3% | -36.5% | +112.9% | +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