+13.8%
VRT vs STLD
+59.7%
-45.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.0% | -9.8% | -11.2% |
| 7D | -15.4% | -3.9% | -11.4% | -13.4% |
| 30D | -19.0% | -0.4% | -18.6% | -18.4% |
| 3M | -23.8% | -9.2% | -14.6% | -19.7% |
| 6M | -37.9% | +5.0% | -42.8% | -40.8% |
| YTD | +27.0% | +42.8% | -15.8% | -0.3% |
| 1Y | +13.8% | +60.1% | -46.3% | -21.0% |
| All | +13.8% | +59.7% | -45.9% | -21.0% |
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 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