+557.4%
VRTX vs STLD
+868.9%
-311.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | -2.1% | -11.1% | +9.0% | -0.1% |
| 30D | +8.2% | -4.8% | +13.0% | +9.0% |
| 3M | +13.0% | -14.6% | +27.6% | +15.8% |
| 6M | +27.9% | -7.4% | +35.3% | +28.7% |
| YTD | +20.7% | +32.6% | -11.9% | +13.3% |
| 1Y | +31.4% | +47.3% | -15.9% | +21.0% |
| 3Y | +41.8% | +107.5% | -65.7% | +19.6% |
| 5Y | +183.7% | +268.8% | -85.1% | +104.3% |
| All | +557.4% | +868.9% | -311.5% | +166.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling