+116.5%
SEIV vs VT
+87.1%
+29.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.3% |
| 7D | +2.0% | +2.9% | -0.9% | -0.8% |
| 30D | -0.8% | -2.5% | +1.7% | +1.5% |
| 3M | -1.9% | -3.3% | +1.4% | +1.1% |
| 6M | +9.8% | +1.5% | +8.3% | +7.9% |
| YTD | +20.9% | +11.4% | +9.5% | +8.3% |
| 1Y | +24.7% | +11.9% | +12.8% | +11.2% |
| 3Y | +103.5% | +73.9% | +29.6% | +16.8% |
| All | +116.5% | +87.1% | +29.4% | +12.8% |
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