+1,112.0%
VST vs STLD
+868.9%
+243.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.5% | +10.1% | +10.4% |
| 7D | -9.8% | -11.1% | +1.3% | -6.2% |
| 30D | -25.1% | -4.8% | -20.4% | -23.8% |
| 3M | -11.6% | -14.6% | +3.0% | -7.3% |
| 6M | -20.9% | -7.4% | -13.5% | -19.5% |
| YTD | -22.3% | +32.6% | -54.9% | -30.1% |
| 1Y | -32.0% | +47.3% | -79.3% | -41.0% |
| 3Y | +262.4% | +107.5% | +154.8% | +179.9% |
| 5Y | +563.4% | +268.8% | +294.5% | +305.4% |
| All | +1,112.0% | +868.9% | +243.1% | +395.7% |
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