-95.3%
SES vs VT
+87.4%
-182.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.6% | +0.4% | -4.1% | -4.5% |
| 30D | -1.6% | +1.0% | -2.5% | -2.8% |
| 3M | -62.5% | +2.4% | -64.8% | -63.4% |
| 6M | -70.6% | +12.0% | -82.6% | -75.1% |
| YTD | -72.1% | +15.3% | -87.4% | -77.2% |
| 1Y | -52.1% | +22.6% | -74.7% | -64.0% |
| 3Y | -76.9% | +74.7% | -151.6% | -89.2% |
| 5Y | -94.9% | +66.1% | -161.1% | -97.8% |
| All | -95.3% | +87.4% | -182.8% | -98.0% |
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