+80.6%
VTV vs STLD
+294.9%
-214.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.6% |
| 3M | +5.3% | -10.6% | +15.9% | +7.3% |
| 6M | +12.9% | +32.7% | -19.8% | +5.6% |
| YTD | +18.5% | +42.8% | -24.3% | +8.8% |
| 1Y | +25.3% | +86.9% | -61.7% | +8.4% |
| 3Y | +68.2% | +143.8% | -75.6% | +34.9% |
| 5Y | +80.6% | +293.5% | -212.9% | +27.6% |
| All | +80.6% | +294.9% | -214.2% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling