+65.5%
VZ vs STLD
+779.4%
-713.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | +2.2% | -9.7% | +11.9% | +3.2% |
| 30D | +10.6% | -4.5% | +15.1% | +11.0% |
| 3M | -0.6% | -13.1% | +12.5% | +0.5% |
| 6M | +0.7% | -2.8% | +3.5% | +0.6% |
| YTD | +20.6% | +35.3% | -14.7% | +16.2% |
| 1Y | +22.7% | +51.4% | -28.7% | +16.8% |
| 3Y | +57.2% | +117.9% | -60.7% | +41.7% |
| 5Y | +21.4% | +272.6% | -251.2% | +0.1% |
| 10Y | +65.5% | +782.2% | -716.7% | +20.8% |
| All | +65.5% | +779.4% | -713.9% | +20.8% |
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