+86.4%
VTRS vs STLD
+141.4%
-55.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -0.1% | +2.7% | -2.8% | -0.7% |
| 30D | +1.9% | -8.4% | +10.3% | +3.6% |
| 3M | +5.1% | -9.9% | +14.9% | +7.1% |
| 6M | +20.1% | +33.0% | -13.0% | +11.8% |
| YTD | +36.6% | +42.6% | -6.0% | +25.5% |
| 1Y | +64.1% | +80.8% | -16.6% | +43.8% |
| 3Y | +86.4% | +143.4% | -57.1% | +49.6% |
| All | +86.4% | +141.4% | -55.1% | +49.6% |
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