-39.3%
VG vs STLD
+94.9%
-134.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +1.7% | +3.1% | -1.5% | +0.5% |
| 30D | +16.0% | -9.0% | +25.0% | +19.7% |
| 3M | +9.7% | -12.4% | +22.1% | +14.7% |
| 6M | +29.6% | +25.5% | +4.1% | +11.0% |
| YTD | +112.0% | +43.6% | +68.4% | +63.1% |
| 1Y | +12.8% | +87.2% | -74.4% | -30.0% |
| All | -39.3% | +94.9% | -134.2% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling