+291.9%
VTI vs STLD
+779.4%
-487.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.9% |
| 7D | +0.2% | -9.7% | +9.9% | +2.9% |
| 30D | -2.9% | -4.5% | +1.6% | -1.8% |
| 3M | -2.6% | -13.1% | +10.5% | +0.6% |
| 6M | +2.8% | -2.8% | +5.5% | +2.4% |
| YTD | +11.6% | +35.3% | -23.8% | +0.9% |
| 1Y | +13.6% | +51.4% | -37.7% | -0.4% |
| 3Y | +79.9% | +117.9% | -38.1% | +39.0% |
| 5Y | +64.3% | +272.6% | -208.3% | +4.8% |
| 10Y | +291.9% | +782.2% | -490.3% | +79.9% |
| All | +291.9% | +779.4% | -487.5% | +79.9% |
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