+2,018.7%
VMC vs STLD
+8,008.3%
-5,989.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | +0.5% | -11.1% | +11.6% | +3.9% |
| 30D | +15.8% | -4.8% | +20.6% | +17.2% |
| 3M | +0.6% | -14.6% | +15.1% | +4.6% |
| 6M | -4.0% | -7.4% | +3.4% | -2.8% |
| YTD | -0.3% | +32.6% | -32.9% | -9.4% |
| 1Y | -0.5% | +47.3% | -47.8% | -12.3% |
| 3Y | +39.6% | +107.5% | -68.0% | +9.0% |
| 5Y | +50.1% | +268.8% | -218.8% | -3.9% |
| 10Y | +163.9% | +883.3% | -719.4% | +21.4% |
| All | +2,018.7% | +8,008.3% | -5,989.7% | +410.9% |
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