-73.6%
SETH vs VT
+84.4%
-158.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.4% |
| 7D | -1.3% | +0.4% | -1.7% | -0.2% |
| 30D | -23.9% | +1.0% | -24.8% | -22.2% |
| 3M | -32.8% | +2.4% | -35.2% | -28.2% |
| 6M | -21.8% | +12.0% | -33.8% | +3.2% |
| YTD | -3.9% | +15.3% | -19.2% | +37.6% |
| 1Y | +21.7% | +22.6% | -0.8% | +102.2% |
| All | -73.6% | +84.4% | -158.0% | -27.6% |
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