+1,005.8%
SEZL vs VT
+66.3%
+939.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -4.2% |
| 7D | +10.8% | -2.3% | +13.1% | +15.8% |
| 30D | +31.3% | -5.0% | +36.2% | +47.9% |
| 3M | -16.3% | -4.9% | -11.4% | -7.3% |
| 6M | +73.7% | -1.5% | +75.3% | +76.0% |
| YTD | +135.4% | +8.5% | +126.9% | +80.8% |
| 1Y | +157.7% | +11.4% | +146.3% | +83.0% |
| 3Y | +9,540.6% | +70.1% | +9,470.6% | +3,040.7% |
| All | +1,005.8% | +66.3% | +939.5% | +212.4% |
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