+87.6%
VTR vs STLD
+1,072.4%
-984.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -2.4% | +2.7% | -5.0% | -3.1% |
| 30D | -3.7% | -8.4% | +4.7% | -1.7% |
| 3M | +13.5% | -9.9% | +23.4% | +16.0% |
| 6M | +7.2% | +33.0% | -25.8% | -2.7% |
| YTD | +17.6% | +42.6% | -25.0% | +4.2% |
| 1Y | +35.4% | +80.8% | -45.4% | +11.0% |
| 3Y | +132.8% | +143.4% | -10.6% | +65.1% |
| 5Y | +88.7% | +293.4% | -204.8% | +4.2% |
| 10Y | +87.6% | +1,080.4% | -992.8% | -45.8% |
| All | +87.6% | +1,072.4% | -984.7% | -45.8% |
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