+526.7%
SENEA vs VT
+226.9%
+299.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.2% |
| 7D | -8.9% | -2.0% | -6.9% | -7.4% |
| 30D | +1.0% | -1.4% | +2.4% | +2.0% |
| 3M | +25.8% | +4.7% | +21.1% | +21.2% |
| 6M | +30.1% | +11.4% | +18.7% | +18.7% |
| YTD | +68.3% | +13.1% | +55.2% | +51.3% |
| 1Y | +69.0% | +19.0% | +49.9% | +45.4% |
| 3Y | +256.1% | +73.9% | +182.2% | +117.5% |
| 5Y | +282.5% | +65.4% | +217.1% | +141.5% |
| All | +526.7% | +226.9% | +299.8% | +107.3% |
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 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