+150.1%
STLD vs VTEB
+9.0%
+141.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | -10.4% | -2.1% | -8.3% | -10.0% |
| 3M | -10.6% | -2.7% | -7.9% | -10.1% |
| 6M | +32.7% | -2.1% | +34.8% | +33.0% |
| YTD | +42.8% | -1.1% | +43.9% | +43.2% |
| 1Y | +86.9% | +1.3% | +85.6% | +87.4% |
| All | +150.1% | +9.0% | +141.1% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling