+23.4%
SETM vs VT
+76.3%
-52.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.3% |
| 7D | -3.3% | +2.4% | -5.7% | -7.0% |
| 30D | -9.8% | -1.5% | -8.3% | -7.1% |
| 3M | -27.6% | -4.1% | -23.5% | -21.6% |
| 6M | -38.8% | +0.6% | -39.4% | -38.2% |
| YTD | -18.1% | +11.0% | -29.2% | -28.5% |
| 1Y | -8.0% | +13.3% | -21.4% | -22.0% |
| 3Y | +56.4% | +73.4% | -17.0% | -29.2% |
| All | +23.4% | +76.3% | -52.9% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling