+375.3%
STEW vs VT
+368.8%
+6.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | -1.5% | -0.1% | -1.3% | -1.4% |
| 30D | -3.8% | -0.7% | -3.1% | -3.3% |
| 3M | +4.2% | +4.0% | +0.2% | +0.8% |
| 6M | +6.5% | +12.3% | -5.8% | -3.4% |
| YTD | +1.4% | +14.0% | -12.6% | -9.2% |
| 1Y | +3.5% | +20.3% | -16.8% | -11.3% |
| 3Y | +51.8% | +75.4% | -23.7% | -4.5% |
| 5Y | +61.7% | +66.0% | -4.2% | +5.7% |
| 10Y | +217.3% | +228.2% | -10.9% | +19.7% |
| All | +375.3% | +368.8% | +6.5% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling