+1,868.1%
VMC vs STLD
+8,684.3%
-6,816.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | -4.3% | +3.1% | -7.5% | -5.2% |
| 30D | -8.2% | -9.0% | +0.7% | -6.0% |
| 3M | -7.0% | -12.4% | +5.3% | -4.0% |
| 6M | -10.8% | +25.5% | -36.3% | -17.0% |
| YTD | -7.4% | +43.6% | -51.0% | -17.5% |
| 1Y | -9.5% | +87.2% | -96.7% | -25.5% |
| 3Y | +20.5% | +135.2% | -114.8% | -9.1% |
| 5Y | +51.6% | +290.9% | -239.3% | -4.6% |
| 10Y | +150.0% | +1,113.5% | -963.4% | +8.8% |
| All | +1,868.1% | +8,684.3% | -6,816.2% | +365.2% |
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