+589.4%
SE vs VTV
+176.0%
+413.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.6% |
| 7D | -6.1% | +0.5% | -6.6% | -6.6% |
| 30D | -2.5% | +1.1% | -3.6% | -3.6% |
| 3M | +21.7% | +5.9% | +15.8% | +13.7% |
| 6M | +27.0% | +11.6% | +15.4% | +11.5% |
| YTD | -12.1% | +19.8% | -31.9% | -28.8% |
| 1Y | -40.9% | +26.2% | -67.2% | -55.1% |
| 3Y | +191.0% | +68.5% | +122.5% | +59.4% |
| 5Y | -68.3% | +79.9% | -148.2% | -82.8% |
| All | +589.4% | +176.0% | +413.4% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling