+1,855.0%
VRT vs STLD
+516.5%
+1,338.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.8% | -6.9% | -4.8% |
| 7D | -17.7% | -4.7% | -13.0% | -15.5% |
| 30D | -20.0% | -0.9% | -19.1% | -19.2% |
| 3M | -28.1% | -11.9% | -16.2% | -23.8% |
| 6M | -42.8% | +0.9% | -43.7% | -43.4% |
| YTD | +20.0% | +40.4% | -20.5% | +2.5% |
| 1Y | +3.5% | +56.6% | -53.1% | -15.9% |
| 3Y | +366.1% | +125.5% | +240.6% | +221.1% |
| 5Y | +632.2% | +292.8% | +339.3% | +301.8% |
| All | +1,855.0% | +516.5% | +1,338.5% | +513.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling