-48.8%
SE vs VTV
+28.2%
-77.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +3.3% |
| 7D | +6.7% | +1.8% | +4.9% | +5.3% |
| 30D | -17.2% | +6.0% | -23.2% | -20.6% |
| 3M | -28.0% | +3.7% | -31.7% | -29.8% |
| 6M | -6.1% | +13.9% | -20.1% | -16.7% |
| YTD | -37.1% | +22.8% | -59.9% | -46.9% |
| 1Y | -48.8% | +27.9% | -76.6% | -57.5% |
| All | -48.8% | +28.2% | -77.0% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling