+72.6%
VZ vs STZ
+13.4%
+59.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +1.5% | +2.6% | -1.1% | +0.9% |
| 30D | +4.4% | +15.2% | -10.8% | +1.0% |
| 3M | -2.4% | +7.6% | -10.0% | -4.2% |
| 6M | +1.4% | +5.3% | -3.8% | 0.0% |
| YTD | +21.4% | +8.6% | +12.8% | +18.3% |
| 1Y | +20.3% | +15.6% | +4.7% | +15.5% |
| 3Y | +57.4% | -35.2% | +92.5% | +69.5% |
| 5Y | +21.9% | -29.1% | +51.0% | +28.2% |
| All | +72.6% | +13.4% | +59.3% | +65.3% |
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 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