-86.8%
SENS vs VT
+232.6%
-319.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.1% |
| 7D | -9.7% | -2.3% | -7.4% | -5.8% |
| 30D | -6.2% | -5.0% | -1.3% | +2.6% |
| 3M | +66.8% | -4.9% | +71.7% | +82.7% |
| 6M | +60.3% | -1.5% | +61.8% | +66.5% |
| YTD | +55.6% | +8.5% | +47.1% | +40.7% |
| 1Y | +38.1% | +11.4% | +26.7% | +20.7% |
| 3Y | -18.3% | +70.1% | -88.4% | -61.5% |
| 5Y | -88.8% | +53.7% | -142.5% | -93.4% |
| 10Y | -82.1% | +220.0% | -302.1% | -94.0% |
| All | -86.8% | +232.6% | -319.4% | -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