-99.5%
SEAT vs VT
+61.2%
-160.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.3% | +11.5% | +11.6% |
| 7D | -33.5% | +2.4% | -35.8% | -36.3% |
| 30D | -51.6% | -1.5% | -50.1% | -51.3% |
| 3M | -80.6% | -4.1% | -76.5% | -79.8% |
| 6M | -85.0% | +0.6% | -85.6% | -85.6% |
| YTD | -80.7% | +11.0% | -91.8% | -83.7% |
| 1Y | -84.3% | +13.3% | -97.7% | -87.1% |
| 3Y | -99.1% | +73.4% | -172.5% | -99.6% |
| 5Y | -99.5% | +57.4% | -156.9% | -99.7% |
| All | -99.5% | +61.2% | -160.7% | -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