-34.8%
SE vs VG
-49.4%
+14.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | 0.0% | -7.7% | +7.7% | +0.4% |
| 30D | -19.4% | -8.8% | -10.6% | -19.1% |
| 3M | -33.1% | -15.6% | -17.5% | -32.7% |
| 6M | -11.4% | +5.2% | -16.7% | -13.7% |
| YTD | -39.8% | +76.9% | -116.7% | -48.0% |
| 1Y | -50.5% | +42.5% | -93.0% | -55.6% |
| All | -34.8% | -49.4% | +14.6% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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