+68.0%
VXUS vs STZ
-34.9%
+102.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +2.1% | +2.6% | -0.4% | +1.9% |
| 30D | -1.1% | +15.2% | -16.3% | -2.6% |
| 3M | -5.6% | +7.6% | -13.3% | -6.4% |
| 6M | -2.3% | +5.3% | -7.5% | -2.9% |
| YTD | +10.4% | +8.6% | +1.7% | +8.3% |
| 1Y | +13.1% | +15.6% | -2.5% | +9.6% |
| 3Y | +68.0% | -35.2% | +103.2% | +78.2% |
| All | +68.0% | -34.9% | +102.9% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling