-71.8%
SETH vs VT
+73.1%
-144.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.1% | +11.2% | -1.6% |
| 7D | +2.9% | -4.2% | +7.1% | -5.3% |
| 30D | +17.8% | -5.8% | +23.6% | +4.7% |
| 3M | -18.7% | -5.2% | -13.4% | -26.5% |
| 6M | -5.0% | +0.1% | -5.1% | -1.8% |
| YTD | +2.6% | +8.2% | -5.6% | +29.9% |
| 1Y | +12.6% | +10.1% | +2.5% | +49.3% |
| 3Y | -71.7% | +69.7% | -141.3% | -30.5% |
| All | -71.8% | +73.1% | -144.9% | -31.7% |
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 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