+60.5%
VZ vs STLD
+1,105.0%
-1,044.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +0.1% | +3.1% | -3.1% | -0.2% |
| 30D | +7.9% | -9.0% | +16.9% | +8.8% |
| 3M | +13.6% | -12.4% | +26.0% | +14.9% |
| 6M | +1.1% | +25.5% | -24.4% | -1.5% |
| YTD | +29.3% | +43.6% | -14.3% | +24.0% |
| 1Y | +21.2% | +87.2% | -65.9% | +13.0% |
| 3Y | +75.9% | +135.2% | -59.3% | +57.4% |
| 5Y | +24.1% | +290.9% | -266.8% | +1.9% |
| All | +60.5% | +1,105.0% | -1,044.5% | +9.7% |
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