-72.2%
SEF vs VT
+215.5%
-287.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +1.0% |
| 7D | -1.2% | -2.3% | +1.1% | -3.3% |
| 30D | -5.7% | -5.0% | -0.8% | -10.3% |
| 3M | +1.8% | -4.9% | +6.7% | -3.0% |
| 6M | -7.9% | -1.5% | -6.3% | -8.9% |
| YTD | -1.8% | +8.5% | -10.3% | +8.0% |
| 1Y | -5.7% | +11.4% | -17.1% | +6.8% |
| 3Y | -34.6% | +70.1% | -104.7% | +21.1% |
| 5Y | -26.1% | +53.7% | -79.8% | +31.0% |
| All | -72.2% | +215.5% | -287.7% | +24.7% |
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