-58.5%
SES vs VT
+76.6%
-135.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | -1.0% |
| 7D | -5.1% | -0.3% | -4.8% | -4.0% |
| 30D | -6.2% | -1.4% | -4.8% | -2.4% |
| 3M | +40.5% | -1.4% | +41.9% | +46.3% |
| 6M | -23.9% | +5.5% | -29.3% | -31.1% |
| YTD | -56.4% | +12.8% | -69.3% | -64.7% |
| 1Y | -62.3% | +15.4% | -77.7% | -70.7% |
| All | -58.5% | +76.6% | -135.1% | -87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling