+733.3%
VTV vs STLD
+6,754.2%
-6,020.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.6% | -0.8% |
| 7D | 0.0% | -4.7% | +4.7% | +1.2% |
| 30D | +3.2% | -0.9% | +4.2% | +3.3% |
| 3M | +1.7% | -11.9% | +13.5% | +4.4% |
| 6M | +11.0% | +0.9% | +10.1% | +9.7% |
| YTD | +21.0% | +40.4% | -19.4% | +9.1% |
| 1Y | +24.3% | +56.6% | -32.3% | +8.8% |
| 3Y | +76.9% | +125.5% | -48.5% | +37.4% |
| 5Y | +76.9% | +292.8% | -215.9% | +14.1% |
| 10Y | +227.8% | +787.1% | -559.3% | +57.8% |
| All | +733.3% | +6,754.2% | -6,020.9% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling