+82.2%
SEIQ vs VT
+93.7%
-11.4%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | -0.3% |
| 7D | -2.1% | -0.7% | -1.4% | -1.5% |
| 30D | +1.7% | -1.7% | +3.5% | +3.1% |
| 3M | +2.5% | -2.3% | +4.8% | +4.3% |
| 6M | +11.0% | +1.5% | +9.5% | +9.2% |
| YTD | +11.5% | +12.0% | -0.5% | +0.8% |
| 1Y | +13.4% | +12.9% | +0.6% | +1.8% |
| 3Y | +54.5% | +74.9% | -20.4% | -6.1% |
| All | +82.2% | +93.7% | -11.4% | +1.6% |
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