-91.5%
SES vs VT
+80.9%
-172.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.6% | +6.6% | +4.5% |
| 7D | +17.0% | +0.4% | +16.6% | +17.3% |
| 30D | +16.7% | -2.6% | +19.3% | +24.3% |
| 3M | +61.9% | -3.2% | +65.2% | +74.5% |
| 6M | -2.0% | +0.9% | -3.0% | -0.6% |
| YTD | -49.4% | +11.3% | -60.8% | -55.4% |
| 1Y | -64.3% | +14.0% | -78.3% | -69.6% |
| 3Y | -54.0% | +75.8% | -129.9% | -78.3% |
| 5Y | -91.5% | +57.8% | -149.4% | -96.1% |
| All | -91.5% | +80.9% | -172.4% | -96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling