-98.9%
SEAT vs VT
+57.1%
-156.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | +1.6% |
| 7D | +16.6% | -4.2% | +20.8% | +23.3% |
| 30D | -10.7% | -5.8% | -4.9% | -3.6% |
| 3M | -65.8% | -5.2% | -60.6% | -63.5% |
| 6M | -61.7% | +0.1% | -61.9% | -62.4% |
| YTD | -62.0% | +8.2% | -70.2% | -66.2% |
| 1Y | -77.0% | +10.1% | -87.1% | -80.1% |
| 3Y | -97.8% | +69.7% | -167.5% | -98.9% |
| 5Y | -99.0% | +53.4% | -152.4% | -99.4% |
| All | -98.9% | +57.1% | -156.1% | -99.4% |
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