+152.7%
VMC vs STLD
+1,072.4%
-919.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -0.5% | +2.7% | -3.2% | -1.5% |
| 30D | -9.1% | -8.4% | -0.7% | -6.5% |
| 3M | -4.1% | -9.9% | +5.7% | -1.2% |
| 6M | -5.5% | +33.0% | -38.6% | -15.8% |
| YTD | -8.9% | +42.6% | -51.5% | -21.3% |
| 1Y | -12.9% | +80.8% | -93.7% | -31.4% |
| 3Y | +22.1% | +143.4% | -121.3% | -16.7% |
| 5Y | +52.7% | +293.4% | -240.7% | -18.9% |
| 10Y | +152.7% | +1,080.4% | -927.7% | -26.6% |
| All | +152.7% | +1,072.4% | -919.6% | -26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling