+836.0%
SENEA vs VT
+374.2%
+461.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | +14.6% | +1.0% | +13.7% | +14.0% |
| 3M | +36.8% | +2.4% | +34.5% | +34.6% |
| 6M | +40.0% | +12.0% | +28.0% | +30.4% |
| YTD | +76.9% | +15.3% | +61.6% | +61.7% |
| 1Y | +74.1% | +22.6% | +51.5% | +53.3% |
| 3Y | +306.0% | +74.7% | +231.3% | +186.2% |
| 5Y | +302.0% | +66.1% | +235.8% | +189.6% |
| 10Y | +547.4% | +225.0% | +322.4% | +225.3% |
| All | +836.0% | +374.2% | +461.8% | +322.1% |
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