+640.3%
VEEV vs STLD
+1,699.9%
-1,059.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.0% |
| 7D | -0.6% | +3.1% | -3.7% | -1.1% |
| 30D | +28.8% | -9.0% | +37.8% | +30.7% |
| 3M | +54.0% | -12.4% | +66.4% | +56.8% |
| 6M | +46.0% | +25.5% | +20.5% | +38.7% |
| YTD | +23.2% | +43.6% | -20.4% | +13.8% |
| 1Y | +1.9% | +87.2% | -85.3% | -10.9% |
| 3Y | +27.0% | +135.2% | -108.2% | +4.1% |
| 5Y | -13.4% | +290.9% | -304.3% | -37.2% |
| 10Y | +575.2% | +1,113.5% | -538.2% | +249.9% |
| All | +640.3% | +1,699.9% | -1,059.6% | +205.9% |
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