-39.7%
SEG vs VT
+42.0%
-81.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | -1.4% | +2.4% | -3.7% | -3.9% |
| 30D | -5.5% | -1.5% | -4.0% | -3.8% |
| 3M | -28.3% | -4.1% | -24.2% | -25.0% |
| 6M | -11.9% | +0.6% | -12.5% | -12.9% |
| YTD | +3.7% | +11.0% | -7.3% | -8.6% |
| 1Y | -5.2% | +13.3% | -18.6% | -18.4% |
| All | -39.7% | +42.0% | -81.7% | -59.3% |
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 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