-99.5%
SEAT vs VT
+62.7%
-162.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.8% | -6.1% |
| 7D | -50.2% | -0.7% | -49.5% | -50.4% |
| 30D | -50.0% | -1.7% | -48.3% | -49.6% |
| 3M | -81.1% | -2.3% | -78.8% | -80.9% |
| 6M | -83.3% | +1.5% | -84.8% | -84.1% |
| YTD | -80.3% | +12.0% | -92.4% | -83.5% |
| 1Y | -85.3% | +12.9% | -98.2% | -87.9% |
| 3Y | -99.0% | +74.9% | -174.0% | -99.6% |
| 5Y | -99.5% | +59.9% | -159.4% | -99.7% |
| All | -99.5% | +62.7% | -162.1% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling