+21.0%
VRT vs STLD
+55.9%
-34.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | +18.6% | +6.9% | +11.8% | +13.9% |
| 30D | -11.7% | -1.5% | -10.2% | -10.1% |
| 3M | -27.3% | -9.7% | -17.6% | -22.6% |
| 6M | -42.9% | +2.3% | -45.2% | -44.6% |
| YTD | +29.5% | +41.0% | -11.5% | +2.4% |
| 1Y | +21.0% | +51.8% | -30.8% | -9.1% |
| All | +21.0% | +55.9% | -34.9% | -9.1% |
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