+913.2%
VTI vs STLD
+10,280.1%
-9,366.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.6% | -11.1% | +8.5% | +0.3% |
| 30D | -5.0% | -4.8% | -0.2% | -3.9% |
| 3M | -4.3% | -14.6% | +10.3% | -0.8% |
| 6M | +0.6% | -7.4% | +8.0% | +1.5% |
| YTD | +8.9% | +32.6% | -23.7% | -0.3% |
| 1Y | +11.1% | +47.3% | -36.2% | -1.0% |
| 3Y | +74.5% | +107.5% | -33.0% | +39.2% |
| 5Y | +60.1% | +268.8% | -208.8% | +6.4% |
| 10Y | +297.4% | +883.3% | -585.9% | +89.9% |
| All | +913.2% | +10,280.1% | -9,366.9% | +113.2% |
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