-72.4%
SEF vs VT
+224.5%
-296.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.8% |
| 7D | +0.1% | +0.4% | -0.3% | +0.6% |
| 30D | +0.4% | +1.0% | -0.6% | +1.4% |
| 3M | -9.3% | +2.4% | -11.7% | -7.0% |
| 6M | -9.9% | +12.0% | -21.9% | +1.8% |
| YTD | -3.7% | +15.3% | -19.1% | +12.4% |
| 1Y | -4.1% | +22.6% | -26.7% | +19.7% |
| 3Y | -33.5% | +74.7% | -108.2% | +26.1% |
| 5Y | -30.8% | +66.1% | -96.9% | +32.9% |
| All | -72.4% | +224.5% | -296.9% | +30.6% |
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 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