+228.1%
STEW vs VT
+217.6%
+10.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.6% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +8.2% | -3.1% | +11.2% | +10.8% |
| 3M | +0.6% | -3.5% | +4.1% | +3.4% |
| 6M | +9.1% | +0.5% | +8.7% | +8.1% |
| YTD | +6.1% | +10.8% | -4.7% | -3.3% |
| 1Y | +9.9% | +11.9% | -2.0% | -0.7% |
| 3Y | +63.3% | +73.0% | -9.6% | +1.5% |
| 5Y | +70.7% | +58.6% | +12.1% | +13.4% |
| 10Y | +228.1% | +219.2% | +8.9% | +20.8% |
| All | +228.1% | +217.6% | +10.5% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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