0.0%
VRT vs STLD
+45.5%
-45.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.2% |
| 7D | -21.4% | -11.1% | -10.2% | -15.4% |
| 30D | -25.8% | -4.8% | -21.0% | -22.7% |
| 3M | -33.5% | -14.6% | -19.0% | -27.0% |
| 6M | -49.0% | -7.4% | -41.6% | -47.2% |
| YTD | +12.9% | +32.6% | -19.6% | -5.7% |
| 1Y | 0.0% | +47.3% | -47.3% | -20.1% |
| All | 0.0% | +45.5% | -45.4% | -20.1% |
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