+35.2%
VWO vs STLD
+294.9%
-259.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +0.2% | -2.8% | +3.0% | +0.7% |
| 30D | +0.9% | -10.4% | +11.3% | +2.8% |
| 3M | +4.3% | -10.6% | +14.9% | +6.0% |
| 6M | +10.5% | +32.7% | -22.2% | +4.2% |
| YTD | +13.4% | +42.8% | -29.4% | +5.3% |
| 1Y | +18.6% | +86.9% | -68.4% | +4.7% |
| 3Y | +65.8% | +143.8% | -78.0% | +36.8% |
| 5Y | +35.2% | +293.5% | -258.3% | -0.3% |
| All | +35.2% | +294.9% | -259.7% | -0.3% |
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