-33.7%
SOEZ vs VT
+9.7%
-43.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | +3.0% |
| 7D | -9.8% | -4.2% | -5.7% | -1.7% |
| 30D | -25.4% | -5.8% | -19.6% | -15.6% |
| 3M | +21.8% | -5.2% | +27.1% | +36.5% |
| 6M | +6.0% | +0.1% | +5.8% | +5.7% |
| YTD | -24.6% | +8.2% | -32.9% | -32.5% |
| All | -33.7% | +9.7% | -43.3% | -41.3% |
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