+142.3%
VXUS vs STLD
+779.4%
-637.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.8% | +2.4% |
| 7D | +0.8% | -9.7% | +10.4% | +3.1% |
| 30D | -1.9% | -4.5% | +2.7% | -0.9% |
| 3M | -4.4% | -13.1% | +8.7% | -1.6% |
| 6M | -2.0% | -2.8% | +0.8% | -2.1% |
| YTD | +11.1% | +35.3% | -24.2% | +2.2% |
| 1Y | +15.1% | +51.4% | -36.3% | +3.0% |
| 3Y | +70.4% | +117.9% | -47.5% | +36.3% |
| 5Y | +47.2% | +272.6% | -225.4% | -0.9% |
| 10Y | +142.3% | +782.2% | -639.9% | +22.1% |
| All | +142.3% | +779.4% | -637.1% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling