+147.1%
VXUS vs STZ
+12.8%
+134.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -0.5% | -0.9% | +0.4% | -0.3% |
| 30D | -1.2% | +14.9% | -16.1% | -4.7% |
| 3M | -3.8% | +8.4% | -12.3% | -6.2% |
| 6M | -1.7% | +2.8% | -4.5% | -3.1% |
| YTD | +11.4% | +7.5% | +3.9% | +7.6% |
| 1Y | +13.3% | +12.5% | +0.8% | +7.8% |
| 3Y | +70.0% | -35.4% | +105.4% | +86.8% |
| 5Y | +48.1% | -29.3% | +77.4% | +56.5% |
| 10Y | +147.1% | +11.8% | +135.3% | +128.6% |
| All | +147.1% | +12.8% | +134.3% | +128.6% |
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