+83.5%
STLD vs VCLT
-2.7%
+86.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -10.4% | +0.1% | -10.5% | -10.4% |
| 3M | -10.6% | -2.9% | -7.7% | -7.9% |
| 6M | +32.7% | -4.0% | +36.6% | +36.1% |
| YTD | +42.8% | -2.2% | +45.1% | +44.5% |
| All | +83.5% | -2.7% | +86.2% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling