-33.6%
SOEZ vs VT
+9.9%
-43.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | -0.4% |
| 7D | -5.2% | -2.3% | -2.9% | -0.8% |
| 30D | -22.2% | -5.0% | -17.2% | -13.6% |
| 3M | +24.8% | -4.9% | +29.7% | +38.7% |
| 6M | +2.7% | -1.5% | +4.2% | +6.4% |
| YTD | -24.6% | +8.5% | -33.1% | -32.7% |
| All | -33.6% | +9.9% | -43.5% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling