+295.0%
VWO vs STLD
+3,658.4%
-3,363.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | +4.0% | +6.9% | -2.8% | +1.7% |
| 30D | -5.4% | -1.5% | -4.0% | -5.1% |
| 3M | -6.4% | -9.7% | +3.3% | -3.7% |
| 6M | -4.7% | +2.3% | -7.0% | -6.7% |
| YTD | +5.3% | +41.0% | -35.7% | -8.5% |
| 1Y | +4.3% | +51.8% | -47.5% | -11.7% |
| 3Y | +55.9% | +126.4% | -70.5% | +10.0% |
| 5Y | +25.7% | +285.7% | -260.0% | -31.5% |
| 10Y | +111.0% | +792.7% | -681.7% | -27.3% |
| All | +295.0% | +3,658.4% | -3,363.4% | -45.8% |
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