+654.4%
VRT vs STLD
+274.1%
+380.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -1.8% |
| 7D | +10.5% | +2.9% | +7.6% | +8.7% |
| 30D | -9.3% | -5.6% | -3.8% | -5.6% |
| 3M | -29.6% | -11.7% | -17.9% | -24.4% |
| 6M | -45.4% | -2.8% | -42.6% | -45.0% |
| YTD | +24.8% | +36.4% | -11.6% | +3.4% |
| 1Y | +23.6% | +50.0% | -26.4% | -3.0% |
| 3Y | +379.7% | +122.3% | +257.4% | +195.8% |
| All | +654.4% | +274.1% | +380.3% | +233.1% |
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 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