+358.3%
SE vs VT
+160.3%
+198.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.7% |
| 7D | -1.5% | +2.9% | -4.4% | -6.0% |
| 30D | -22.3% | -2.5% | -19.8% | -19.2% |
| 3M | -41.8% | -3.3% | -38.5% | -38.7% |
| 6M | -22.4% | +1.5% | -23.9% | -24.8% |
| YTD | -41.6% | +11.4% | -52.9% | -51.2% |
| 1Y | -48.0% | +11.9% | -59.9% | -56.9% |
| 3Y | +63.9% | +73.9% | -10.0% | -33.9% |
| 5Y | -78.2% | +57.9% | -136.1% | -88.7% |
| All | +358.3% | +160.3% | +198.0% | +27.9% |
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