+54.0%
STEW vs VT
+75.0%
-21.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.3% | +0.4% | -0.8% | -0.6% |
| 30D | -1.4% | +1.0% | -2.4% | -2.0% |
| 3M | +7.7% | +2.4% | +5.3% | +5.8% |
| 6M | +6.4% | +12.0% | -5.6% | -2.0% |
| YTD | +2.9% | +15.3% | -12.4% | -7.3% |
| 1Y | +3.7% | +22.6% | -18.9% | -10.8% |
| All | +54.0% | +75.0% | -21.0% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling