+21.2%
VZ vs STZ
-27.8%
+49.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.4% | +5.3% | -3.0% | +1.0% |
| 30D | +11.2% | +19.6% | -8.4% | +6.3% |
| 3M | 0.0% | +10.0% | -10.0% | -2.6% |
| 6M | +1.3% | -0.3% | +1.6% | +0.9% |
| YTD | +21.3% | +8.6% | +12.7% | +17.8% |
| 1Y | +23.9% | +16.6% | +7.4% | +18.1% |
| 3Y | +57.7% | -34.8% | +92.5% | +71.4% |
| 5Y | +21.2% | -27.8% | +49.0% | +30.3% |
| All | +21.2% | -27.8% | +49.1% | +30.3% |
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