+44.2%
SEEM vs VT
+31.9%
+12.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.3% |
| 7D | -2.7% | -2.3% | -0.4% | 0.0% |
| 30D | -11.6% | -5.0% | -6.7% | -6.3% |
| 3M | -9.4% | -4.9% | -4.6% | -4.0% |
| 6M | -11.0% | -1.5% | -9.5% | -8.6% |
| YTD | +12.1% | +8.5% | +3.6% | +5.1% |
| 1Y | +15.3% | +11.4% | +3.9% | +5.7% |
| All | +44.2% | +31.9% | +12.4% | +14.4% |
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 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