+1,895.9%
STLD vs VCLT
+102.7%
+1,793.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | -9.7% | +1.2% | -10.9% | -9.7% |
| 30D | -4.5% | +3.4% | -7.9% | -4.7% |
| 3M | -13.1% | -0.9% | -12.2% | -13.1% |
| 6M | -2.8% | -3.1% | +0.4% | -2.6% |
| YTD | +35.3% | -2.4% | +37.7% | +35.4% |
| 1Y | +51.4% | -2.7% | +54.0% | +51.5% |
| 3Y | +117.9% | +16.9% | +101.1% | +118.5% |
| 5Y | +272.6% | -17.0% | +289.6% | +254.0% |
| 10Y | +782.2% | +22.1% | +760.1% | +891.8% |
| All | +1,895.9% | +102.7% | +1,793.2% | +3,558.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling