+158.0%
VEA vs STLD
+779.4%
-621.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.4% |
| 7D | +0.4% | -9.7% | +10.1% | +2.8% |
| 30D | -0.7% | -4.5% | +3.9% | +0.4% |
| 3M | -3.9% | -13.1% | +9.2% | -1.0% |
| 6M | -0.6% | -2.8% | +2.2% | -0.7% |
| YTD | +12.9% | +35.3% | -22.4% | +3.7% |
| 1Y | +18.4% | +51.4% | -33.0% | +5.7% |
| 3Y | +75.3% | +117.9% | -42.7% | +39.4% |
| 5Y | +54.3% | +272.6% | -218.3% | +3.0% |
| 10Y | +158.0% | +782.2% | -624.1% | +27.8% |
| All | +158.0% | +779.4% | -621.3% | +27.8% |
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 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