+1,250.4%
VUG vs STZ
+806.1%
+444.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.1% | -1.9% | +1.8% | +0.5% |
| 30D | -0.3% | -1.9% | +1.6% | +0.1% |
| 3M | -0.7% | -6.2% | +5.5% | +0.7% |
| 6M | +14.6% | -14.0% | +28.6% | +18.7% |
| YTD | +9.0% | -5.1% | +14.1% | +8.9% |
| 1Y | +14.9% | -9.6% | +24.4% | +16.1% |
| 3Y | +86.0% | -47.2% | +133.3% | +117.7% |
| 5Y | +76.7% | -33.6% | +110.3% | +91.6% |
| 10Y | +411.3% | -9.8% | +421.1% | +385.6% |
| All | +1,250.4% | +806.1% | +444.3% | +484.2% |
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