-14.7%
SEG vs VT
+12.5%
-27.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -10.0% | -0.1% | -9.8% | -9.5% |
| 30D | -7.9% | -3.1% | -4.8% | -5.0% |
| 3M | -29.0% | -3.5% | -25.5% | -26.6% |
| 6M | -7.7% | +0.5% | -8.2% | -8.5% |
| YTD | +3.7% | +10.8% | -7.1% | -10.2% |
| 1Y | -14.7% | +11.9% | -26.6% | -27.7% |
| All | -14.7% | +12.5% | -27.2% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling