-8.0%
SETM vs VT
+11.9%
-20.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.2% |
| 7D | -3.3% | +2.4% | -5.7% | -8.2% |
| 30D | -9.8% | -1.5% | -8.3% | -6.4% |
| 3M | -27.6% | -4.1% | -23.5% | -19.6% |
| 6M | -38.8% | +0.6% | -39.4% | -38.6% |
| YTD | -18.1% | +11.0% | -29.2% | -31.8% |
| 1Y | -8.0% | +13.3% | -21.4% | -26.2% |
| All | -8.0% | +11.9% | -20.0% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling