-99.5%
SEAT vs VT
+61.7%
-161.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.6% | -11.4% | -11.2% |
| 7D | -54.4% | +2.9% | -57.3% | -56.7% |
| 30D | -55.2% | -2.5% | -52.7% | -54.4% |
| 3M | -82.8% | -3.3% | -79.5% | -82.3% |
| 6M | -85.6% | +1.5% | -87.1% | -86.3% |
| YTD | -82.7% | +11.4% | -94.0% | -85.4% |
| 1Y | -86.8% | +11.9% | -98.7% | -88.9% |
| 3Y | -99.2% | +73.9% | -173.0% | -99.6% |
| 5Y | -99.5% | +57.9% | -157.4% | -99.8% |
| All | -99.5% | +61.7% | -161.2% | -99.8% |
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