+25.8%
VWO vs STLD
+274.1%
-248.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +0.5% |
| 7D | +2.0% | +2.9% | -1.0% | +1.4% |
| 30D | -4.3% | -5.6% | +1.3% | -3.4% |
| 3M | -6.4% | -11.7% | +5.3% | -4.5% |
| 6M | -5.6% | -2.8% | -2.9% | -5.8% |
| YTD | +5.2% | +36.4% | -31.3% | -1.7% |
| 1Y | +5.2% | +50.0% | -44.8% | -3.4% |
| 3Y | +55.5% | +122.3% | -66.8% | +30.4% |
| All | +25.8% | +274.1% | -248.2% | -7.3% |
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