+107.5%
STLD vs VLTO
+69.5%
+38.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -11.1% | +5.4% | -16.5% | -12.3% |
| 30D | -4.8% | +22.3% | -27.1% | -9.8% |
| 3M | -14.6% | +19.6% | -34.2% | -18.7% |
| 6M | -7.4% | +35.2% | -42.6% | -15.4% |
| YTD | +32.6% | +17.9% | +14.7% | +26.8% |
| 1Y | +47.3% | +19.5% | +27.8% | +39.8% |
| 3Y | +107.5% | +73.9% | +33.6% | +76.1% |
| All | +107.5% | +69.5% | +38.1% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling