+56.6%
STLD vs VLTO
+20.4%
+36.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.6% | +3.8% |
| 7D | -4.7% | +1.6% | -6.3% | -4.6% |
| 30D | -0.9% | +22.0% | -22.9% | -0.4% |
| 3M | -11.9% | +21.9% | -33.8% | -11.4% |
| 6M | +0.9% | +36.5% | -35.6% | +1.5% |
| YTD | +40.4% | +19.0% | +21.4% | +41.9% |
| 1Y | +56.6% | +21.0% | +35.6% | +58.0% |
| All | +56.6% | +20.4% | +36.2% | +58.0% |
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