-94.0%
SEF vs VT
+345.0%
-439.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.1% | +6.8% | -1.9% |
| 7D | -1.1% | -4.2% | +3.1% | -5.6% |
| 30D | -6.0% | -5.8% | -0.2% | -12.0% |
| 3M | +1.5% | -5.2% | +6.8% | -4.2% |
| 6M | -9.0% | +0.1% | -9.1% | -8.5% |
| YTD | -2.6% | +8.2% | -10.8% | +7.7% |
| 1Y | -6.1% | +10.1% | -16.2% | +6.1% |
| 3Y | -34.7% | +69.7% | -104.4% | +26.4% |
| 5Y | -26.7% | +53.4% | -80.1% | +35.5% |
| 10Y | -73.0% | +219.2% | -292.2% | +46.7% |
| All | -94.0% | +345.0% | -439.0% | -22.9% |
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