-97.4%
SEED vs VT
+221.8%
-319.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | -4.3% | +2.4% | -6.7% | -6.6% |
| 30D | -17.5% | -1.5% | -16.0% | -16.9% |
| 3M | -37.1% | -4.1% | -33.0% | -35.0% |
| 6M | -42.6% | +0.6% | -43.2% | -43.5% |
| YTD | -40.5% | +11.0% | -51.6% | -47.1% |
| 1Y | -52.5% | +13.3% | -65.9% | -58.5% |
| 3Y | -71.3% | +73.4% | -144.7% | -83.4% |
| 5Y | -93.2% | +57.4% | -150.7% | -95.7% |
| All | -97.4% | +221.8% | -319.2% | -99.2% |
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