+300.6%
VWO vs STLD
+3,688.2%
-3,387.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | +1.7% | -0.5% | +2.1% | +1.8% |
| 30D | -4.2% | -0.1% | -4.1% | -4.3% |
| 3M | -4.6% | -9.2% | +4.5% | -2.1% |
| 6M | -5.0% | +1.8% | -6.7% | -6.8% |
| YTD | +6.8% | +42.1% | -35.4% | -7.4% |
| 1Y | +5.8% | +58.5% | -52.7% | -11.8% |
| 3Y | +58.1% | +128.2% | -70.1% | +11.3% |
| 5Y | +27.6% | +288.2% | -260.7% | -30.6% |
| 10Y | +113.9% | +799.8% | -685.9% | -26.5% |
| All | +300.6% | +3,688.2% | -3,387.7% | -45.1% |
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