-31.2%
SEF vs VT
+66.2%
-97.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.3% |
| 3M | -9.3% | +2.4% | -11.7% | -7.3% |
| 6M | -9.9% | +12.0% | -21.9% | +0.5% |
| YTD | -3.7% | +15.3% | -19.1% | +10.6% |
| 1Y | -4.1% | +22.6% | -26.7% | +17.0% |
| 3Y | -33.5% | +74.7% | -108.2% | +18.9% |
| All | -31.2% | +66.2% | -97.4% | +25.3% |
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 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