+167.2%
SEIC vs VT
+215.5%
-48.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | +1.8% | -2.3% | +4.1% | +4.3% |
| 30D | +3.2% | -5.0% | +8.1% | +8.8% |
| 3M | +0.6% | -4.9% | +5.5% | +5.8% |
| 6M | +16.2% | -1.5% | +17.7% | +17.2% |
| YTD | +29.1% | +8.5% | +20.7% | +16.8% |
| 1Y | +29.7% | +11.4% | +18.3% | +13.9% |
| 3Y | +94.6% | +70.1% | +24.5% | +8.2% |
| 5Y | +74.9% | +53.7% | +21.1% | +8.6% |
| All | +167.2% | +215.5% | -48.4% | -26.0% |
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