-13.7%
SEVN vs VT
+222.7%
-236.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | -0.7% | -0.1% | -0.5% | -0.6% |
| 30D | -1.6% | -0.7% | -0.9% | -1.1% |
| 3M | -10.6% | +4.0% | -14.6% | -13.8% |
| 6M | -7.4% | +12.3% | -19.7% | -16.5% |
| YTD | -8.7% | +14.0% | -22.7% | -18.8% |
| 1Y | -24.2% | +20.3% | -44.5% | -35.9% |
| 3Y | -5.0% | +75.4% | -80.4% | -42.5% |
| 5Y | +13.9% | +66.0% | -52.0% | -28.6% |
| 10Y | -13.7% | +228.2% | -241.9% | -72.6% |
| All | -13.7% | +222.7% | -236.3% | -72.6% |
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 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