-97.0%
SEER vs VT
+92.7%
-189.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | -1.7% |
| 7D | -2.9% | +0.4% | -3.3% | -3.8% |
| 30D | -23.3% | -2.6% | -20.7% | -19.4% |
| 3M | -22.6% | -3.2% | -19.3% | -18.0% |
| 6M | -10.2% | +0.9% | -11.1% | -12.3% |
| YTD | -8.2% | +11.3% | -19.5% | -26.6% |
| 1Y | -19.6% | +14.0% | -33.6% | -38.9% |
| 3Y | +4.0% | +75.8% | -71.8% | -72.7% |
| 5Y | -95.2% | +57.8% | -153.1% | -98.0% |
| All | -97.0% | +92.7% | -189.7% | -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