-50.4%
VTRS vs STLD
+1,117.5%
-1,167.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -3.3% | -3.6% | +0.3% | -2.2% |
| 30D | +1.4% | -10.1% | +11.5% | +4.5% |
| 3M | +4.6% | -11.4% | +16.1% | +8.0% |
| 6M | +18.1% | +30.8% | -12.8% | +7.5% |
| YTD | +34.7% | +40.7% | -6.0% | +19.7% |
| 1Y | +65.6% | +80.8% | -15.1% | +35.8% |
| 3Y | +83.8% | +140.2% | -56.4% | +32.6% |
| 5Y | +46.5% | +288.5% | -242.0% | -15.5% |
| All | -50.4% | +1,117.5% | -1,167.9% | -81.9% |
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