+63.9%
VXUS vs STLD
+105.6%
-41.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | -1.8% | -11.1% | +9.4% | +0.4% |
| 30D | -4.6% | -4.8% | +0.2% | -3.7% |
| 3M | -6.1% | -14.6% | +8.5% | -3.6% |
| 6M | -4.9% | -7.4% | +2.5% | -4.2% |
| YTD | +8.1% | +32.6% | -24.5% | +1.3% |
| 1Y | +12.1% | +47.3% | -35.2% | +3.1% |
| 3Y | +63.9% | +107.5% | -43.7% | +38.9% |
| All | +63.9% | +105.6% | -41.8% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling