-26.7%
SEF vs VT
+53.2%
-79.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.1% | +6.8% | -0.9% |
| 7D | -1.1% | -4.2% | +3.1% | -4.6% |
| 30D | -6.0% | -5.8% | -0.2% | -10.7% |
| 3M | +1.5% | -5.2% | +6.8% | -2.9% |
| 6M | -9.0% | +0.1% | -9.1% | -8.4% |
| YTD | -2.6% | +8.2% | -10.8% | +6.0% |
| 1Y | -6.1% | +10.1% | -16.2% | +4.0% |
| 3Y | -34.7% | +69.7% | -104.4% | +13.9% |
| 5Y | -26.7% | +53.4% | -80.1% | +23.4% |
| All | -26.7% | +53.2% | -79.9% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling