+689.9%
SEI vs VCLT
+18.3%
+671.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.9% |
| 7D | +28.2% | 0.0% | +28.2% | +28.2% |
| 30D | +15.5% | +0.1% | +15.4% | +15.4% |
| 3M | -1.4% | -2.9% | +1.5% | -0.4% |
| 6M | +37.4% | -4.0% | +41.4% | +39.2% |
| YTD | +47.8% | -2.2% | +50.1% | +49.0% |
| 1Y | +174.3% | -2.6% | +176.9% | +176.9% |
| 3Y | +598.5% | +12.3% | +586.2% | +577.2% |
| 5Y | +1,026.2% | -16.4% | +1,042.6% | +1,088.1% |
| All | +689.9% | +18.3% | +671.5% | +745.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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