-9.5%
VMC vs STLD
+89.3%
-98.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | -4.3% | +3.1% | -7.5% | -5.1% |
| 30D | -8.2% | -9.0% | +0.7% | -6.3% |
| 3M | -7.0% | -12.4% | +5.3% | -4.6% |
| 6M | -10.8% | +25.5% | -36.3% | -17.1% |
| YTD | -7.4% | +43.6% | -51.0% | -16.8% |
| 1Y | -9.5% | +87.2% | -96.7% | -23.5% |
| All | -9.5% | +89.3% | -98.7% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling