+57.3%
VZ vs STZ
-36.0%
+93.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +5.6% | +11.8% | -6.2% | +2.9% |
| 30D | +1.9% | +26.0% | -24.1% | -3.3% |
| 3M | +0.8% | +11.5% | -10.8% | -1.9% |
| 6M | +0.6% | -2.0% | +2.6% | +0.5% |
| YTD | +20.8% | +7.9% | +12.9% | +17.9% |
| 1Y | +23.9% | +13.9% | +10.0% | +19.5% |
| All | +57.3% | -36.0% | +93.4% | +69.3% |
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 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