+1,463.8%
VTR vs STLD
+6,738.4%
-5,274.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +4.7% | -11.1% | +15.8% | +7.6% |
| 30D | +10.9% | -4.8% | +15.7% | +11.9% |
| 3M | -3.2% | -14.6% | +11.3% | -0.1% |
| 6M | +3.7% | -7.4% | +11.1% | +4.3% |
| YTD | +16.8% | +32.6% | -15.8% | +6.5% |
| 1Y | +21.3% | +47.3% | -26.0% | +7.5% |
| 3Y | +119.0% | +107.5% | +11.5% | +71.1% |
| 5Y | +94.0% | +268.8% | -174.9% | +25.0% |
| 10Y | +112.3% | +883.3% | -771.0% | -0.4% |
| All | +1,463.8% | +6,738.4% | -5,274.6% | +326.5% |
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