+71.8%
SEA vs VT
+63.2%
+8.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | -1.6% | +1.2% | +0.9% |
| 30D | +1.2% | -2.5% | +3.7% | +3.3% |
| 3M | +12.9% | -1.3% | +14.2% | +13.9% |
| 6M | +20.1% | +3.1% | +17.0% | +16.3% |
| YTD | +47.4% | +10.9% | +36.4% | +33.4% |
| 1Y | +50.3% | +12.1% | +38.3% | +34.8% |
| 3Y | +94.0% | +73.9% | +20.1% | +14.8% |
| All | +71.8% | +63.2% | +8.7% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling