+123.4%
VRT vs STLD
+89.3%
+34.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.1% |
| 7D | +9.1% | +3.1% | +6.0% | +7.2% |
| 30D | +0.9% | -9.0% | +9.9% | +5.8% |
| 3M | -13.4% | -12.4% | -1.0% | -7.5% |
| 6M | +11.7% | +25.5% | -13.8% | -5.2% |
| YTD | +73.2% | +43.6% | +29.6% | +39.0% |
| 1Y | +123.4% | +87.2% | +36.2% | +66.6% |
| All | +123.4% | +89.3% | +34.2% | +66.6% |
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 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