+136.8%
VTR vs STLD
+804.7%
-667.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.8% | -0.1% |
| 7D | +3.8% | -4.7% | +8.5% | +5.0% |
| 30D | +10.1% | -0.9% | +11.1% | +10.0% |
| 3M | -1.2% | -11.9% | +10.7% | +1.6% |
| 6M | +4.8% | +0.9% | +3.9% | +2.9% |
| YTD | +18.9% | +40.4% | -21.5% | +5.0% |
| 1Y | +21.8% | +56.6% | -34.7% | +4.0% |
| 3Y | +132.0% | +125.5% | +6.5% | +67.2% |
| 5Y | +94.7% | +292.8% | -198.2% | +6.4% |
| 10Y | +136.8% | +787.1% | -650.2% | -28.9% |
| All | +136.8% | +804.7% | -667.9% | -28.9% |
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