+90.2%
SEA vs VT
+69.4%
+20.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -0.4% |
| 7D | -7.0% | -4.2% | -2.8% | -4.2% |
| 30D | -2.3% | -5.8% | +3.5% | +1.9% |
| 3M | +11.1% | -5.2% | +16.3% | +15.3% |
| 6M | +14.0% | +0.1% | +13.9% | +13.2% |
| YTD | +41.0% | +8.2% | +32.7% | +31.4% |
| 1Y | +45.2% | +10.1% | +35.1% | +33.4% |
| All | +90.2% | +69.4% | +20.8% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling