+223.0%
VT vs STLD
+1,105.0%
-882.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +0.4% | +3.1% | -2.7% | -0.4% |
| 30D | +1.0% | -9.0% | +10.0% | +3.1% |
| 3M | +2.4% | -12.4% | +14.7% | +5.2% |
| 6M | +12.0% | +25.5% | -13.5% | +4.7% |
| YTD | +15.3% | +43.6% | -28.3% | +3.8% |
| 1Y | +22.6% | +87.2% | -64.6% | +2.7% |
| 3Y | +74.7% | +135.2% | -60.6% | +34.6% |
| 5Y | +66.1% | +290.9% | -224.7% | +7.4% |
| All | +223.0% | +1,105.0% | -882.0% | +42.0% |
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