-94.0%
SEF vs VT
+374.2%
-468.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.8% |
| 7D | +0.1% | +0.4% | -0.3% | +0.7% |
| 30D | +0.4% | +1.0% | -0.6% | +1.5% |
| 3M | -9.3% | +2.4% | -11.7% | -6.8% |
| 6M | -9.9% | +12.0% | -21.9% | +3.0% |
| YTD | -3.7% | +15.3% | -19.1% | +14.1% |
| 1Y | -4.1% | +22.6% | -26.7% | +22.2% |
| 3Y | -33.5% | +74.7% | -108.2% | +33.2% |
| 5Y | -30.8% | +66.1% | -96.9% | +40.2% |
| 10Y | -72.4% | +225.0% | -297.4% | +52.5% |
| All | -94.0% | +374.2% | -468.2% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling