+9.4%
SEB vs VT
+215.5%
-206.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | -9.3% | -2.3% | -7.0% | -8.6% |
| 30D | -12.7% | -5.0% | -7.8% | -11.3% |
| 3M | -17.5% | -4.9% | -12.6% | -16.2% |
| 6M | -28.0% | -1.5% | -26.4% | -27.8% |
| YTD | -20.5% | +8.5% | -29.0% | -23.3% |
| 1Y | -6.4% | +11.4% | -17.7% | -10.5% |
| 3Y | -2.8% | +70.1% | -72.8% | -20.5% |
| 5Y | -11.6% | +53.7% | -65.3% | -25.4% |
| All | +9.4% | +215.5% | -206.2% | -46.8% |
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