+115.8%
SEIV vs VT
+86.1%
+29.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -1.0% | -3.1% | +2.0% | +1.8% |
| 3M | -2.1% | -3.5% | +1.4% | +1.1% |
| 6M | +8.6% | +0.5% | +8.1% | +7.7% |
| YTD | +20.5% | +10.8% | +9.7% | +8.4% |
| 1Y | +25.4% | +11.9% | +13.5% | +11.7% |
| 3Y | +102.8% | +73.0% | +29.8% | +17.0% |
| All | +115.8% | +86.1% | +29.6% | +12.9% |
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 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