+356.9%
SENEA vs VT
+222.7%
+134.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.3% |
| 7D | +17.2% | +2.9% | +14.3% | +14.9% |
| 30D | -7.7% | -2.5% | -5.2% | -5.9% |
| 3M | -10.3% | -3.3% | -6.9% | -8.0% |
| 6M | +20.9% | +1.5% | +19.3% | +18.7% |
| YTD | +52.8% | +11.4% | +41.4% | +38.8% |
| 1Y | +42.9% | +11.9% | +31.0% | +29.1% |
| 3Y | +217.3% | +73.9% | +143.4% | +93.1% |
| 5Y | +225.5% | +57.9% | +167.6% | +113.8% |
| All | +356.9% | +222.7% | +134.2% | +34.9% |
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