-16.0%
SENS vs VT
+75.0%
-90.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +3.2% | +0.4% | +2.8% | +2.4% |
| 30D | +85.9% | +1.0% | +84.9% | +83.3% |
| 3M | +37.4% | +2.4% | +35.0% | +32.5% |
| 6M | +40.2% | +12.0% | +28.2% | +16.4% |
| YTD | +74.5% | +15.3% | +59.1% | +39.5% |
| 1Y | +7.5% | +22.6% | -15.1% | -20.6% |
| All | -16.0% | +75.0% | -90.9% | -63.5% |
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