+54.4%
VXUS vs STZ
-33.3%
+87.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.0% | -1.9% | +2.9% | +1.4% |
| 30D | +2.2% | -1.9% | +4.1% | +2.4% |
| 3M | +3.0% | -6.2% | +9.2% | +3.9% |
| 6M | +10.7% | -14.0% | +24.7% | +13.4% |
| YTD | +17.8% | -5.1% | +23.0% | +17.5% |
| 1Y | +27.6% | -9.6% | +37.1% | +28.4% |
| 3Y | +73.3% | -47.2% | +120.5% | +97.6% |
| All | +54.4% | -33.3% | +87.7% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling