-92.3%
SES vs VT
+76.3%
-168.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.9% | +0.2% | +22.6% | +22.4% |
| 7D | +5.4% | -2.3% | +7.8% | +10.9% |
| 30D | +14.9% | -5.0% | +19.9% | +27.6% |
| 3M | +64.0% | -4.9% | +68.9% | +82.2% |
| 6M | -15.2% | -1.5% | -13.6% | -10.0% |
| YTD | -53.7% | +8.5% | -62.2% | -57.3% |
| 1Y | -62.0% | +11.4% | -73.3% | -66.2% |
| 3Y | -55.9% | +70.1% | -126.0% | -78.0% |
| 5Y | -92.0% | +53.7% | -145.8% | -96.2% |
| All | -92.3% | +76.3% | -168.6% | -96.3% |
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