+111.6%
VWO vs STLD
+1,117.5%
-1,006.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | -1.7% | -3.6% | +1.9% | -0.9% |
| 30D | -0.3% | -10.1% | +9.8% | +1.9% |
| 3M | +4.0% | -11.4% | +15.4% | +6.2% |
| 6M | +8.1% | +30.8% | -22.7% | +1.0% |
| YTD | +11.6% | +40.7% | -29.0% | +2.4% |
| 1Y | +16.2% | +80.8% | -64.5% | +0.5% |
| 3Y | +63.3% | +140.2% | -76.9% | +29.2% |
| 5Y | +33.4% | +288.5% | -255.1% | -9.8% |
| All | +111.6% | +1,117.5% | -1,006.0% | +0.9% |
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