+183.8%
VXUS vs STLD
+1,742.1%
-1,558.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +1.0% | +3.1% | -2.1% | +0.1% |
| 30D | +2.2% | -9.0% | +11.2% | +4.5% |
| 3M | +3.0% | -12.4% | +15.3% | +6.0% |
| 6M | +10.7% | +25.5% | -14.8% | +3.1% |
| YTD | +17.8% | +43.6% | -25.8% | +5.6% |
| 1Y | +27.6% | +87.2% | -59.6% | +6.0% |
| 3Y | +73.3% | +135.2% | -61.9% | +31.3% |
| 5Y | +54.3% | +290.9% | -236.5% | -3.5% |
| 10Y | +149.8% | +1,113.5% | -963.6% | -2.5% |
| All | +183.8% | +1,742.1% | -1,558.3% | -15.9% |
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 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