+470.2%
VRTX vs STLD
+1,105.0%
-634.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.8% |
| 7D | +0.8% | +3.1% | -2.3% | +0.2% |
| 30D | +12.6% | -9.0% | +21.6% | +14.4% |
| 3M | +23.6% | -12.4% | +36.0% | +26.1% |
| 6M | +14.3% | +25.5% | -11.2% | +8.9% |
| YTD | +20.5% | +43.6% | -23.2% | +11.6% |
| 1Y | +37.6% | +87.2% | -49.6% | +21.1% |
| 3Y | +55.5% | +135.2% | -79.7% | +28.0% |
| 5Y | +175.7% | +290.9% | -115.1% | +95.9% |
| All | +470.2% | +1,105.0% | -634.8% | +138.4% |
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