+1,111.5%
STLD vs VTEB
+17.9%
+1,093.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | -8.9% | -2.5% | -6.4% | -8.2% |
| 3M | -14.0% | -3.0% | -11.1% | -13.3% |
| 6M | +30.8% | -2.1% | +33.0% | +31.7% |
| YTD | +42.3% | -1.5% | +43.8% | +42.9% |
| 1Y | +81.1% | +0.2% | +80.9% | +81.1% |
| 3Y | +149.2% | +8.6% | +140.6% | +142.2% |
| 5Y | +292.9% | +1.2% | +291.7% | +289.8% |
| All | +1,111.5% | +17.9% | +1,093.7% | +1,550.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 10y: compounded portfolio wealth divided by compounded VTEB 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…
10y analysis · Full analysis span regression · 6 months rolling