+327.8%
VWO vs STZ
+443.6%
-115.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +1.6% |
| 7D | +0.9% | -7.4% | +8.3% | +3.6% |
| 30D | +1.3% | -10.9% | +12.1% | +5.2% |
| 3M | +5.1% | -13.4% | +18.5% | +9.9% |
| 6M | +12.5% | -16.2% | +28.7% | +18.3% |
| YTD | +14.0% | -10.4% | +24.5% | +16.3% |
| 1Y | +19.7% | -14.8% | +34.5% | +23.8% |
| 3Y | +66.8% | -50.1% | +116.9% | +105.5% |
| 5Y | +36.2% | -38.8% | +75.0% | +52.5% |
| 10Y | +111.0% | -14.1% | +125.1% | +91.9% |
| All | +327.8% | +443.6% | -115.7% | +26.2% |
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