+56.4%
SELV vs VT
+74.0%
-17.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +2.2% | +2.4% | -0.1% | +1.3% |
| 30D | +5.0% | -1.5% | +6.5% | +5.6% |
| 3M | +6.6% | -4.1% | +10.7% | +8.3% |
| 6M | +15.9% | +0.6% | +15.4% | +15.2% |
| YTD | +16.1% | +11.0% | +5.1% | +9.6% |
| 1Y | +18.3% | +13.3% | +5.0% | +10.5% |
| 3Y | +56.4% | +73.4% | -17.0% | +16.3% |
| All | +56.4% | +74.0% | -17.6% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling