+1,016.2%
SEZL vs VT
+70.7%
+945.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -5.8% |
| 7D | +17.5% | +0.4% | +17.2% | +14.1% |
| 30D | +17.3% | -2.6% | +19.9% | +23.5% |
| 3M | +27.8% | -3.2% | +31.0% | +37.0% |
| 6M | +56.6% | +0.9% | +55.6% | +49.0% |
| YTD | +137.6% | +11.3% | +126.3% | +70.2% |
| 1Y | +154.6% | +14.0% | +140.6% | +69.9% |
| 3Y | +8,841.3% | +75.8% | +8,765.5% | +2,639.6% |
| All | +1,016.2% | +70.7% | +945.6% | +194.2% |
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 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