+116.8%
STLD vs VLTO
+54.1%
+62.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -7.5% |
| 7D | -12.5% | +12.0% | -24.5% | -15.0% |
| 30D | -6.8% | +20.8% | -27.7% | -11.3% |
| 3M | -16.4% | +20.1% | -36.5% | -20.4% |
| 6M | -6.1% | +32.6% | -38.7% | -13.4% |
| YTD | +32.0% | +17.3% | +14.7% | +26.5% |
| 1Y | +45.5% | +17.3% | +28.2% | +39.2% |
| 3Y | +106.5% | +66.9% | +39.6% | +80.6% |
| All | +116.8% | +54.1% | +62.7% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling