+2,723.0%
VRT vs STLD
+530.5%
+2,192.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.1% |
| 7D | +9.1% | +3.1% | +6.0% | +7.4% |
| 30D | +0.9% | -9.0% | +9.9% | +4.9% |
| 3M | -13.4% | -12.4% | -1.0% | -8.8% |
| 6M | +11.7% | +25.5% | -13.8% | -0.2% |
| YTD | +73.2% | +43.6% | +29.6% | +45.8% |
| 1Y | +123.4% | +87.2% | +36.2% | +66.8% |
| 3Y | +606.2% | +135.2% | +470.9% | +375.4% |
| 5Y | +899.9% | +290.9% | +609.0% | +443.5% |
| All | +2,723.0% | +530.5% | +2,192.5% | +773.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling