+81.1%
STLD vs VTEB
+0.4%
+80.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +0.6% |
| 7D | -0.9% | -0.9% | 0.0% | +0.3% |
| 30D | -8.9% | -2.5% | -6.4% | -5.5% |
| 3M | -14.0% | -3.0% | -11.1% | -10.5% |
| 6M | +30.8% | -2.1% | +33.0% | +32.9% |
| YTD | +42.3% | -1.5% | +43.8% | +46.3% |
| 1Y | +81.1% | +0.2% | +80.9% | +91.7% |
| All | +81.1% | +0.4% | +80.7% | +91.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling