+173.7%
VEA vs STLD
+1,569.4%
-1,395.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | +1.0% | +3.1% | -2.2% | 0.0% |
| 30D | +1.9% | -9.0% | +10.9% | +4.5% |
| 3M | +3.2% | -12.4% | +15.6% | +6.5% |
| 6M | +10.2% | +25.5% | -15.3% | +2.1% |
| YTD | +18.9% | +43.6% | -24.7% | +5.5% |
| 1Y | +29.3% | +87.2% | -57.9% | +5.7% |
| 3Y | +76.8% | +135.2% | -58.5% | +30.7% |
| 5Y | +61.2% | +290.9% | -229.6% | -2.6% |
| 10Y | +163.3% | +1,113.5% | -950.2% | 0.0% |
| All | +173.7% | +1,569.4% | -1,395.7% | -36.0% |
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