+112.3%
SEIV vs VT
+81.8%
+30.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.0% | +0.8% |
| 7D | -3.2% | -4.2% | +1.0% | +0.7% |
| 30D | -2.9% | -5.8% | +2.9% | +2.6% |
| 3M | -3.3% | -5.2% | +1.9% | +1.6% |
| 6M | +9.5% | +0.1% | +9.4% | +8.9% |
| YTD | +18.6% | +8.2% | +10.3% | +9.1% |
| 1Y | +24.4% | +10.1% | +14.3% | +12.5% |
| 3Y | +98.9% | +69.7% | +29.2% | +16.8% |
| All | +112.3% | +81.8% | +30.5% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling