+376.9%
SENEA vs VT
+221.8%
+155.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.6% |
| 7D | +16.8% | +2.4% | +14.5% | +15.0% |
| 30D | -2.9% | -1.5% | -1.4% | -1.8% |
| 3M | -9.0% | -4.1% | -4.9% | -6.1% |
| 6M | +28.2% | +0.6% | +27.6% | +26.9% |
| YTD | +59.5% | +11.0% | +48.5% | +45.2% |
| 1Y | +47.3% | +13.3% | +34.0% | +31.7% |
| 3Y | +247.0% | +73.4% | +173.6% | +111.6% |
| 5Y | +239.8% | +57.4% | +182.3% | +123.7% |
| All | +376.9% | +221.8% | +155.2% | +41.2% |
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