-73.6%
SEV vs VT
+11.2%
-84.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.5% | +8.5% |
| 7D | +27.9% | -2.3% | +30.2% | +32.1% |
| 30D | +29.4% | -5.0% | +34.4% | +37.7% |
| 3M | -0.5% | -4.9% | +4.4% | +5.8% |
| 6M | -19.5% | -1.5% | -17.9% | -17.8% |
| YTD | -50.8% | +8.5% | -59.3% | -56.3% |
| 1Y | -72.4% | +11.4% | -83.8% | -75.6% |
| All | -73.6% | +11.2% | -84.9% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling