+67.3%
SEEM vs VT
+40.2%
+27.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.7% |
| 7D | +2.4% | +0.4% | +2.0% | +1.9% |
| 30D | +3.8% | +1.0% | +2.8% | +2.7% |
| 3M | +0.4% | +2.4% | -2.0% | -1.9% |
| 6M | +18.8% | +12.0% | +6.8% | +6.3% |
| YTD | +30.0% | +15.3% | +14.7% | +13.5% |
| 1Y | +44.9% | +22.6% | +22.3% | +20.2% |
| All | +67.3% | +40.2% | +27.1% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling