+159.8%
VXUS vs STLD
+1,592.7%
-1,432.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.6% | +3.9% | -1.7% |
| 7D | -3.4% | -12.5% | +9.1% | 0.0% |
| 30D | -5.8% | -6.8% | +1.0% | -4.1% |
| 3M | -6.4% | -16.4% | +9.9% | -2.4% |
| 6M | -2.5% | -6.1% | +3.6% | -1.8% |
| YTD | +7.9% | +32.0% | -24.1% | -1.4% |
| 1Y | +11.5% | +45.5% | -34.0% | -0.8% |
| 3Y | +63.4% | +106.5% | -43.1% | +28.2% |
| 5Y | +42.9% | +267.2% | -224.3% | -9.1% |
| 10Y | +138.9% | +878.9% | -740.0% | -0.3% |
| All | +159.8% | +1,592.7% | -1,432.8% | -21.4% |
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