-71.5%
SETH vs VT
+73.5%
-145.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +1.3% |
| 7D | -0.7% | -2.3% | +1.6% | -5.0% |
| 30D | +13.5% | -5.0% | +18.4% | +2.8% |
| 3M | -18.3% | -4.9% | -13.4% | -25.6% |
| 6M | -4.9% | -1.5% | -3.4% | -5.2% |
| YTD | +3.6% | +8.5% | -4.8% | +31.8% |
| 1Y | +8.9% | +11.4% | -2.5% | +47.6% |
| 3Y | -70.2% | +70.1% | -140.2% | -26.4% |
| All | -71.5% | +73.5% | -145.0% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling