+25.5%
VZ vs STZ
-33.3%
+58.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | +7.9% | -1.9% | +9.8% | +8.3% |
| 3M | +13.6% | -6.2% | +19.9% | +15.4% |
| 6M | +1.1% | -14.0% | +15.1% | +4.5% |
| YTD | +29.3% | -5.1% | +34.4% | +30.1% |
| 1Y | +21.2% | -9.6% | +30.8% | +23.2% |
| 3Y | +75.9% | -47.2% | +123.1% | +102.2% |
| All | +25.5% | -33.3% | +58.8% | +36.2% |
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