+116.6%
SEIV vs VT
+86.5%
+30.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.3% |
| 7D | +2.3% | +2.4% | -0.1% | 0.0% |
| 30D | +0.2% | -1.5% | +1.7% | +1.6% |
| 3M | -3.0% | -4.1% | +1.2% | +0.9% |
| 6M | +9.0% | +0.6% | +8.4% | +8.1% |
| YTD | +21.0% | +11.0% | +9.9% | +8.6% |
| 1Y | +26.1% | +13.3% | +12.8% | +11.0% |
| 3Y | +104.1% | +73.4% | +30.7% | +17.5% |
| All | +116.6% | +86.5% | +30.1% | +13.1% |
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