+132.8%
VTR vs STLD
+141.4%
-8.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -2.4% | +2.7% | -5.0% | -2.4% |
| 30D | -3.7% | -8.4% | +4.7% | -3.5% |
| 3M | +13.5% | -9.9% | +23.4% | +13.8% |
| 6M | +7.2% | +33.0% | -25.8% | +5.8% |
| YTD | +17.6% | +42.6% | -25.0% | +15.8% |
| 1Y | +35.4% | +80.8% | -45.4% | +31.7% |
| 3Y | +132.8% | +143.4% | -10.6% | +105.8% |
| All | +132.8% | +141.4% | -8.6% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling