+160.3%
VEA vs STLD
+1,072.4%
-912.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +1.9% | +2.7% | -0.8% | +1.2% |
| 30D | +0.8% | -8.4% | +9.2% | +2.7% |
| 3M | +5.7% | -9.9% | +15.6% | +7.8% |
| 6M | +13.3% | +33.0% | -19.7% | +5.0% |
| YTD | +18.4% | +42.6% | -24.2% | +7.6% |
| 1Y | +27.0% | +80.8% | -53.8% | +8.6% |
| 3Y | +79.3% | +143.4% | -64.2% | +39.0% |
| 5Y | +62.1% | +293.4% | -231.3% | +7.1% |
| 10Y | +160.3% | +1,080.4% | -920.2% | +19.4% |
| All | +160.3% | +1,072.4% | -912.1% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling