-78.9%
SE vs VT
+53.2%
-132.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.1% | -1.6% | +2.5% |
| 7D | -1.2% | -4.2% | +3.0% | +7.6% |
| 30D | -21.7% | -5.8% | -15.9% | -11.7% |
| 3M | -34.2% | -5.2% | -28.9% | -26.9% |
| 6M | -10.5% | +0.1% | -10.6% | -12.2% |
| YTD | -40.7% | +8.2% | -48.9% | -50.6% |
| 1Y | -52.1% | +10.1% | -62.2% | -61.5% |
| 3Y | +68.9% | +69.7% | -0.8% | -51.4% |
| 5Y | -78.9% | +53.4% | -132.2% | -91.3% |
| All | -78.9% | +53.2% | -132.1% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling