+288.5%
STLD vs VTEB
+0.8%
+287.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -3.6% | -1.2% | -2.4% | -3.3% |
| 30D | -10.1% | -2.9% | -7.2% | -9.4% |
| 3M | -11.4% | -3.2% | -8.3% | -10.7% |
| 6M | +30.8% | -2.6% | +33.5% | +31.7% |
| YTD | +40.7% | -1.8% | +42.5% | +41.4% |
| 1Y | +80.8% | +0.2% | +80.6% | +81.1% |
| 3Y | +140.2% | +8.2% | +131.9% | +130.4% |
| 5Y | +288.5% | +0.8% | +287.6% | +294.4% |
| All | +288.5% | +0.8% | +287.7% | +294.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling