+63.7%
SE vs VTV
+78.7%
-15.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.9% |
| 7D | -0.5% | +2.9% | -3.4% | -3.6% |
| 30D | -20.9% | +3.8% | -24.7% | -24.0% |
| 3M | -38.9% | +1.6% | -40.4% | -39.9% |
| 6M | -19.4% | +11.2% | -30.6% | -28.7% |
| YTD | -40.9% | +22.0% | -62.9% | -52.9% |
| 1Y | -46.2% | +24.9% | -71.1% | -58.3% |
| 3Y | +63.7% | +78.5% | -14.7% | +76.7% |
| All | +63.7% | +78.7% | -15.0% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling