+44.4%
VMC vs STLD
+288.2%
-243.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -1.7% | +6.9% | -8.5% | -3.6% |
| 30D | +15.3% | -1.5% | +16.7% | +15.5% |
| 3M | +0.3% | -9.7% | +10.0% | +2.7% |
| 6M | +0.9% | +2.3% | -1.5% | -0.8% |
| YTD | -1.0% | +41.0% | -42.0% | -12.1% |
| 1Y | -4.3% | +51.8% | -56.2% | -16.9% |
| 3Y | +35.3% | +126.4% | -91.1% | +1.6% |
| 5Y | +44.4% | +285.7% | -241.3% | -11.0% |
| All | +44.4% | +288.2% | -243.8% | -11.0% |
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 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