+135.9%
STLD vs VLTO
+27.2%
+108.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | +3.1% | -2.3% | +5.4% | +3.8% |
| 30D | -9.0% | -0.9% | -8.1% | -8.9% |
| 3M | -12.4% | +13.8% | -26.2% | -16.0% |
| 6M | +25.5% | +2.0% | +23.5% | +24.6% |
| YTD | +43.6% | -3.2% | +46.8% | +44.7% |
| 1Y | +87.2% | -9.2% | +96.4% | +93.0% |
| All | +135.9% | +27.2% | +108.7% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling