+106.6%
SEIM vs VT
+86.5%
+20.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.5% |
| 7D | +3.3% | +2.4% | +1.0% | +0.8% |
| 30D | -6.2% | -1.5% | -4.7% | -4.5% |
| 3M | -10.0% | -4.1% | -5.9% | -5.6% |
| 6M | -4.8% | +0.6% | -5.4% | -5.1% |
| YTD | +8.9% | +11.0% | -2.1% | -2.3% |
| 1Y | +11.7% | +13.3% | -1.7% | -2.0% |
| 3Y | +94.6% | +73.4% | +21.2% | +11.1% |
| All | +106.6% | +86.5% | +20.1% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling