+126.3%
SEB vs VT
+345.0%
-218.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +2.3% |
| 7D | -11.9% | -4.2% | -7.7% | -9.1% |
| 30D | -17.0% | -5.8% | -11.2% | -13.3% |
| 3M | -20.6% | -5.2% | -15.4% | -17.6% |
| 6M | -39.9% | +0.1% | -40.0% | -40.6% |
| YTD | -23.0% | +8.2% | -31.3% | -28.7% |
| 1Y | -7.0% | +10.1% | -17.2% | -15.1% |
| 3Y | -4.4% | +69.7% | -74.0% | -39.0% |
| 5Y | -14.4% | +53.4% | -67.8% | -42.5% |
| 10Y | +9.1% | +219.2% | -210.1% | -65.9% |
| All | +126.3% | +345.0% | -218.6% | -57.5% |
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