+493.1%
VRTX vs STLD
+779.4%
-286.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.3% |
| 7D | -0.4% | -9.7% | +9.3% | +1.2% |
| 30D | +8.0% | -4.5% | +12.5% | +8.7% |
| 3M | +11.0% | -13.1% | +24.1% | +13.3% |
| 6M | +28.2% | -2.8% | +30.9% | +27.9% |
| YTD | +21.5% | +35.3% | -13.8% | +13.9% |
| 1Y | +34.5% | +51.4% | -16.8% | +23.7% |
| 3Y | +49.5% | +117.9% | -68.5% | +25.8% |
| 5Y | +188.3% | +272.6% | -84.3% | +110.3% |
| 10Y | +493.1% | +782.2% | -289.1% | +216.5% |
| All | +493.1% | +779.4% | -286.3% | +216.5% |
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