+146.9%
STGW vs VT
+374.2%
-227.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.4% |
| 7D | +0.3% | +0.4% | -0.1% | -0.1% |
| 30D | -0.9% | +1.0% | -1.9% | -1.8% |
| 3M | +31.1% | +2.4% | +28.7% | +27.8% |
| 6M | +69.3% | +12.0% | +57.3% | +51.2% |
| YTD | +79.3% | +15.3% | +64.0% | +56.1% |
| 1Y | +58.9% | +22.6% | +36.3% | +30.4% |
| 3Y | +59.2% | +74.7% | -15.5% | -4.2% |
| 5Y | +8.0% | +66.1% | -58.1% | -30.6% |
| 10Y | -29.8% | +225.0% | -254.8% | -71.6% |
| All | +146.9% | +374.2% | -227.3% | -18.8% |
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 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