-98.0%
SEAT vs VT
+66.6%
-164.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -0.5% | -13.6% | -13.4% |
| 7D | -14.1% | +1.0% | -15.1% | -15.2% |
| 30D | -31.7% | -0.2% | -31.5% | -31.5% |
| 3M | -37.7% | +4.5% | -42.2% | -41.9% |
| 6M | -27.8% | +14.1% | -41.9% | -39.9% |
| YTD | -28.0% | +14.8% | -42.8% | -40.6% |
| 1Y | -67.9% | +21.2% | -89.1% | -75.4% |
| 3Y | -96.2% | +76.6% | -172.8% | -98.3% |
| All | -98.0% | +66.6% | -164.6% | -99.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling