+861.6%
STLD vs VT
+374.2%
+487.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.1% | +0.4% | +2.7% | +2.5% |
| 30D | -9.0% | +1.0% | -10.0% | -10.3% |
| 3M | -12.4% | +2.4% | -14.7% | -15.9% |
| 6M | +25.5% | +12.0% | +13.5% | +5.4% |
| YTD | +43.6% | +15.3% | +28.3% | +15.2% |
| 1Y | +87.2% | +22.6% | +64.6% | +37.1% |
| 3Y | +135.2% | +74.7% | +60.6% | +0.7% |
| 5Y | +290.9% | +66.1% | +224.7% | +80.7% |
| 10Y | +1,113.5% | +225.0% | +888.4% | +101.9% |
| All | +861.6% | +374.2% | +487.4% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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