+95.9%
VCIT vs STLD
+2,025.3%
-1,929.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +0.6% |
| 7D | +0.4% | -3.9% | +4.4% | +0.5% |
| 30D | +2.2% | -0.4% | +2.6% | +2.2% |
| 3M | -1.8% | -9.2% | +7.4% | -1.8% |
| 6M | -1.6% | +5.0% | -6.6% | -1.7% |
| YTD | -1.7% | +42.8% | -44.5% | -1.9% |
| 1Y | -0.8% | +60.1% | -60.9% | -1.0% |
| 3Y | +19.3% | +123.5% | -104.2% | +18.9% |
| 5Y | +3.5% | +302.0% | -298.5% | +3.1% |
| 10Y | +28.6% | +959.3% | -930.7% | +28.6% |
| All | +95.9% | +2,025.3% | -1,929.4% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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