+183.8%
VXUS vs STZ
+686.1%
-502.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +1.0% | -1.9% | +2.9% | +1.5% |
| 30D | +2.2% | -1.9% | +4.1% | +2.6% |
| 3M | +3.0% | -6.2% | +9.2% | +4.2% |
| 6M | +10.7% | -14.0% | +24.7% | +14.1% |
| YTD | +17.8% | -5.1% | +23.0% | +18.0% |
| 1Y | +27.6% | -9.6% | +37.1% | +29.0% |
| 3Y | +73.3% | -47.2% | +120.5% | +99.3% |
| 5Y | +54.3% | -33.6% | +87.9% | +65.3% |
| 10Y | +149.8% | -9.8% | +159.6% | +137.4% |
| All | +183.8% | +686.1% | -502.3% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling