-32.7%
VTRS vs STLD
+790.2%
-822.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | +9.0% | +6.9% | +2.1% | +6.8% |
| 30D | +19.8% | -1.5% | +21.3% | +20.1% |
| 3M | +29.3% | -9.7% | +39.0% | +32.6% |
| 6M | +22.2% | +2.3% | +19.9% | +20.0% |
| YTD | +69.9% | +41.0% | +28.9% | +50.3% |
| 1Y | +94.4% | +51.8% | +42.6% | +68.0% |
| 3Y | +154.8% | +126.4% | +28.4% | +87.1% |
| 5Y | +80.8% | +285.7% | -204.9% | +4.3% |
| All | -32.7% | +790.2% | -822.9% | -71.3% |
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