+29.6%
SETM vs VT
+79.2%
-49.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.0% | +0.8% |
| 7D | -5.9% | -0.3% | -5.6% | -5.3% |
| 30D | -15.1% | -1.4% | -13.6% | -12.5% |
| 3M | -19.2% | -1.4% | -17.8% | -16.7% |
| 6M | -30.8% | +5.5% | -36.3% | -35.4% |
| YTD | -14.0% | +12.8% | -26.9% | -27.0% |
| 1Y | +3.9% | +15.4% | -11.6% | -14.6% |
| 3Y | +57.8% | +76.9% | -19.0% | -30.9% |
| All | +29.6% | +79.2% | -49.6% | -43.6% |
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 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