+2,018.1%
STLD vs VCLT
+103.4%
+1,914.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +3.1% | -0.5% | +3.7% | +3.2% |
| 30D | -9.0% | -0.9% | -8.1% | -9.0% |
| 3M | -12.4% | -3.2% | -9.1% | -12.3% |
| 6M | +25.5% | -3.8% | +29.3% | +25.6% |
| YTD | +43.6% | -2.0% | +45.6% | +43.7% |
| 1Y | +87.2% | -0.8% | +88.0% | +87.3% |
| 3Y | +135.2% | +12.3% | +123.0% | +135.2% |
| 5Y | +290.9% | -15.4% | +306.3% | +272.6% |
| 10Y | +1,113.5% | +15.7% | +1,097.7% | +1,213.8% |
| All | +2,018.1% | +103.4% | +1,914.6% | +3,781.6% |
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