+346.3%
VRT vs STLD
+104.7%
+241.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -7.6% | -6.4% | -9.5% |
| 7D | -28.1% | -12.5% | -15.7% | -21.8% |
| 30D | -30.2% | -6.8% | -23.4% | -26.5% |
| 3M | -36.4% | -16.4% | -20.0% | -29.3% |
| 6M | -48.2% | -6.1% | -42.0% | -46.7% |
| YTD | +9.2% | +32.0% | -22.8% | -9.0% |
| 1Y | -7.2% | +45.5% | -52.7% | -27.2% |
| All | +346.3% | +104.7% | +241.6% | +192.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling