+938.3%
VTI vs STLD
+10,497.1%
-9,558.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.9% |
| 7D | +0.2% | -9.7% | +9.9% | +2.8% |
| 30D | -2.9% | -4.5% | +1.6% | -1.8% |
| 3M | -2.6% | -13.1% | +10.5% | +0.5% |
| 6M | +2.8% | -2.8% | +5.5% | +2.5% |
| YTD | +11.6% | +35.3% | -23.8% | +1.6% |
| 1Y | +13.6% | +51.4% | -37.7% | +0.5% |
| 3Y | +79.9% | +117.9% | -38.1% | +41.7% |
| 5Y | +64.3% | +272.6% | -208.3% | +9.0% |
| 10Y | +291.9% | +782.2% | -490.3% | +92.7% |
| All | +938.3% | +10,497.1% | -9,558.8% | +117.4% |
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