-97.1%
SEER vs VT
+91.8%
-188.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.3% |
| 7D | -6.9% | -0.1% | -6.8% | -6.9% |
| 30D | -26.5% | -3.1% | -23.4% | -22.1% |
| 3M | -25.5% | -3.5% | -22.0% | -20.6% |
| 6M | -13.9% | +0.5% | -14.4% | -15.2% |
| YTD | -12.0% | +10.8% | -22.8% | -29.0% |
| 1Y | -23.0% | +11.9% | -34.9% | -39.2% |
| 3Y | +3.2% | +73.0% | -69.8% | -71.8% |
| 5Y | -95.0% | +58.6% | -153.6% | -98.0% |
| All | -97.1% | +91.8% | -188.9% | -99.3% |
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