+232.9%
VTV vs STLD
+1,092.9%
-859.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -0.7% | -2.8% | +2.1% | +0.1% |
| 30D | -0.5% | -10.4% | +9.9% | +2.1% |
| 3M | +5.3% | -10.6% | +15.9% | +7.8% |
| 6M | +12.9% | +32.7% | -19.8% | +3.8% |
| YTD | +18.5% | +42.8% | -24.3% | +6.5% |
| 1Y | +25.3% | +86.9% | -61.7% | +4.4% |
| 3Y | +68.2% | +143.8% | -75.6% | +27.1% |
| 5Y | +80.6% | +293.5% | -212.9% | +13.6% |
| 10Y | +232.9% | +1,122.7% | -889.7% | +39.4% |
| All | +232.9% | +1,092.9% | -859.9% | +39.4% |
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