-99.7%
SEGG vs VT
+71.3%
-171.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.3% | -8.6% | -8.6% |
| 7D | -10.5% | +2.4% | -12.9% | -12.3% |
| 30D | -34.4% | -1.5% | -32.9% | -34.1% |
| 3M | -57.9% | -4.1% | -53.8% | -56.3% |
| 6M | -89.0% | +0.6% | -89.5% | -89.3% |
| YTD | -80.0% | +11.0% | -91.1% | -82.8% |
| 1Y | -93.4% | +13.3% | -106.8% | -94.5% |
| 3Y | -99.0% | +73.4% | -172.4% | -99.4% |
| All | -99.7% | +71.3% | -171.0% | -99.9% |
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 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