+50.9%
STLD vs VCLT
-2.7%
+53.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | -9.7% | +1.2% | -10.9% | -10.4% |
| 30D | -4.5% | +3.4% | -7.9% | -7.0% |
| 3M | -13.1% | -0.9% | -12.2% | -11.9% |
| 6M | -2.8% | -3.1% | +0.4% | +0.8% |
| YTD | +35.3% | -2.4% | +37.7% | +36.9% |
| All | +50.9% | -2.7% | +53.6% | +53.7% |
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