+146.4%
VXUS vs STZ
-14.3%
+160.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +1.1% |
| 7D | +1.6% | -7.4% | +9.0% | +3.6% |
| 30D | +1.0% | -10.9% | +11.9% | +3.9% |
| 3M | +5.7% | -13.4% | +19.1% | +9.2% |
| 6M | +13.6% | -16.2% | +29.8% | +18.0% |
| YTD | +17.4% | -10.4% | +27.9% | +19.1% |
| 1Y | +25.1% | -14.8% | +39.8% | +28.3% |
| 3Y | +75.8% | -50.1% | +126.0% | +107.8% |
| 5Y | +55.4% | -38.8% | +94.2% | +70.4% |
| 10Y | +146.4% | -14.1% | +160.5% | +137.6% |
| All | +146.4% | -14.3% | +160.7% | +137.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling