+124.1%
STLD vs VLTO
+56.4%
+67.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.9% | -3.4% |
| 7D | +2.9% | +1.0% | +1.9% | +2.7% |
| 30D | -5.6% | +17.5% | -23.0% | -9.4% |
| 3M | -11.7% | +21.4% | -33.1% | -16.1% |
| 6M | -2.8% | +38.1% | -40.9% | -11.3% |
| YTD | +36.4% | +19.0% | +17.4% | +30.3% |
| 1Y | +50.0% | +20.7% | +29.4% | +42.3% |
| 3Y | +122.3% | +64.3% | +58.0% | +94.0% |
| All | +124.1% | +56.4% | +67.8% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling