+152.6%
VEA vs STLD
+1,440.9%
-1,288.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -2.2% | -11.1% | +8.9% | +1.1% |
| 30D | -3.4% | -4.8% | +1.4% | -2.1% |
| 3M | -5.6% | -14.6% | +8.9% | -1.8% |
| 6M | -3.4% | -7.4% | +4.0% | -2.3% |
| YTD | +9.7% | +32.6% | -22.8% | -0.6% |
| 1Y | +15.4% | +47.3% | -32.0% | +1.2% |
| 3Y | +68.5% | +107.5% | -39.0% | +29.3% |
| 5Y | +49.6% | +268.8% | -219.2% | -8.0% |
| 10Y | +154.3% | +883.3% | -729.0% | +3.1% |
| All | +152.6% | +1,440.9% | -1,288.3% | -39.7% |
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