-85.2%
SENS vs VT
+253.6%
-338.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +3.2% | +0.4% | +2.8% | +2.5% |
| 30D | +85.9% | +1.0% | +84.9% | +83.6% |
| 3M | +37.4% | +2.4% | +35.0% | +32.9% |
| 6M | +40.2% | +12.0% | +28.2% | +18.1% |
| YTD | +74.5% | +15.3% | +59.1% | +41.9% |
| 1Y | +7.5% | +22.6% | -15.1% | -19.4% |
| 3Y | -14.6% | +74.7% | -89.3% | -62.0% |
| 5Y | -87.7% | +66.1% | -153.9% | -93.6% |
| 10Y | -87.7% | +225.0% | -312.7% | -96.2% |
| All | -85.2% | +253.6% | -338.8% | -95.5% |
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 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