+53.4%
VT vs STLD
+268.5%
-215.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.6% | +3.5% | -2.4% |
| 7D | -4.2% | -12.5% | +8.3% | -1.3% |
| 30D | -5.8% | -6.8% | +1.0% | -4.4% |
| 3M | -5.2% | -16.4% | +11.1% | -1.7% |
| 6M | +0.1% | -6.1% | +6.2% | +0.7% |
| YTD | +8.2% | +32.0% | -23.7% | 0.0% |
| 1Y | +10.1% | +45.5% | -35.4% | -0.7% |
| 3Y | +69.7% | +106.5% | -36.8% | +37.5% |
| 5Y | +53.4% | +267.2% | -213.8% | +4.7% |
| All | +53.4% | +268.5% | -215.1% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling