-68.1%
SE vs VT
+66.2%
-134.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.1% | +0.4% | -6.5% | -6.9% |
| 30D | -2.5% | +1.0% | -3.4% | -4.3% |
| 3M | +21.7% | +2.4% | +19.3% | +15.3% |
| 6M | +27.0% | +12.0% | +15.0% | -0.8% |
| YTD | -12.1% | +15.3% | -27.5% | -35.3% |
| 1Y | -40.9% | +22.6% | -63.5% | -61.9% |
| 3Y | +191.0% | +74.7% | +116.3% | -18.4% |
| All | -68.1% | +66.2% | -134.3% | -88.5% |
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