+329.3%
VWO vs STLD
+3,727.7%
-3,398.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.3% |
| 7D | +1.1% | +3.1% | -2.1% | -0.1% |
| 30D | +2.4% | -9.0% | +11.4% | +5.3% |
| 3M | +2.0% | -12.4% | +14.4% | +5.7% |
| 6M | +10.7% | +25.5% | -14.8% | +1.0% |
| YTD | +14.4% | +43.6% | -29.2% | -0.8% |
| 1Y | +22.7% | +87.2% | -64.5% | -3.5% |
| 3Y | +64.2% | +135.2% | -71.0% | +14.4% |
| 5Y | +35.8% | +290.9% | -255.1% | -26.4% |
| 10Y | +114.7% | +1,113.5% | -998.8% | -34.8% |
| All | +329.3% | +3,727.7% | -3,398.4% | -41.2% |
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