-87.6%
SENS vs VT
+66.2%
-153.8%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +3.2% | +0.4% | +2.8% | +2.2% |
| 30D | +85.9% | +1.0% | +84.9% | +82.8% |
| 3M | +37.4% | +2.4% | +35.0% | +31.2% |
| 6M | +40.2% | +12.0% | +28.2% | +11.1% |
| YTD | +74.5% | +15.3% | +59.1% | +31.6% |
| 1Y | +7.5% | +22.6% | -15.1% | -27.4% |
| 3Y | -14.6% | +74.7% | -89.3% | -73.1% |
| All | -87.6% | +66.2% | -153.8% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling