+47.3%
STLD vs VLTO
+18.3%
+29.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -11.1% | +5.4% | -16.5% | -11.0% |
| 30D | -4.8% | +22.3% | -27.1% | -4.3% |
| 3M | -14.6% | +19.6% | -34.2% | -14.0% |
| 6M | -7.4% | +35.2% | -42.6% | -6.9% |
| YTD | +32.6% | +17.9% | +14.7% | +33.9% |
| 1Y | +47.3% | +19.5% | +27.8% | +48.5% |
| All | +47.3% | +18.3% | +29.1% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling