+962.7%
VST vs STLD
+1,111.9%
-149.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -3.0% | -10.8% | -12.9% |
| 7D | -15.7% | -3.9% | -11.8% | -14.6% |
| 30D | -17.0% | -0.4% | -16.6% | -16.8% |
| 3M | -15.9% | -9.2% | -6.7% | -13.5% |
| 6M | -25.0% | +5.0% | -30.0% | -26.7% |
| YTD | -25.1% | +42.8% | -67.9% | -34.2% |
| 1Y | -34.9% | +60.1% | -94.9% | -44.9% |
| 3Y | +252.7% | +123.5% | +129.2% | +166.3% |
| 5Y | +582.3% | +302.0% | +280.3% | +306.4% |
| 10Y | +1,076.6% | +959.3% | +117.3% | +362.3% |
| All | +962.7% | +1,111.9% | -149.2% | +306.4% |
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 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