+42.7%
VXUS vs STZ
-29.7%
+72.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | -1.8% | +4.9% | -6.7% | -2.5% |
| 30D | -4.6% | +20.9% | -25.4% | -7.7% |
| 3M | -6.1% | +8.0% | -14.1% | -7.5% |
| 6M | -4.9% | -5.3% | +0.4% | -4.1% |
| YTD | +8.1% | +5.9% | +2.1% | +5.6% |
| 1Y | +12.1% | +14.2% | -2.1% | +7.4% |
| 3Y | +63.9% | -37.0% | +100.8% | +79.3% |
| All | +42.7% | -29.7% | +72.4% | +45.3% |
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