-2.3%
SETM vs VT
+13.3%
-15.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | -1.6% |
| 7D | +1.2% | -0.7% | +1.9% | +2.7% |
| 30D | -10.3% | -1.7% | -8.6% | -6.4% |
| 3M | -24.2% | -2.3% | -21.9% | -19.6% |
| 6M | -35.8% | +1.5% | -37.4% | -37.0% |
| YTD | -13.0% | +12.0% | -25.0% | -28.5% |
| 1Y | -2.3% | +12.9% | -15.1% | -20.3% |
| All | -2.3% | +13.3% | -15.5% | -20.3% |
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