+359.2%
VT vs STLD
+839.5%
-480.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -1.6% | +0.3% | -2.0% | -1.7% |
| 30D | -2.5% | +6.8% | -9.2% | -4.4% |
| 3M | -1.3% | -3.9% | +2.6% | -0.7% |
| 6M | +3.1% | +8.5% | -5.4% | -0.4% |
| YTD | +10.9% | +47.3% | -36.4% | -2.7% |
| 1Y | +12.1% | +60.5% | -48.4% | -4.2% |
| 3Y | +73.9% | +130.5% | -56.6% | +29.8% |
| 5Y | +58.0% | +319.1% | -261.1% | -5.9% |
| 10Y | +225.5% | +1,000.5% | -775.1% | +29.3% |
| All | +359.2% | +839.5% | -480.3% | +20.6% |
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