+647.0%
VRT vs STLD
+269.6%
+377.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.1% | +7.5% | +8.4% |
| 7D | -10.6% | -9.7% | -0.9% | -4.7% |
| 30D | -17.4% | -4.5% | -12.9% | -14.5% |
| 3M | -26.4% | -13.1% | -13.3% | -20.3% |
| 6M | -41.0% | -2.8% | -38.3% | -40.6% |
| YTD | +23.8% | +35.3% | -11.5% | +3.2% |
| 1Y | +11.6% | +51.4% | -39.8% | -12.8% |
| 3Y | +403.5% | +117.9% | +285.6% | +214.4% |
| 5Y | +647.0% | +272.6% | +374.5% | +235.9% |
| All | +647.0% | +269.6% | +377.4% | +235.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling