+13.8%
VRT vs SE
-48.0%
+61.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.5% | -17.3% | -14.0% |
| 7D | -15.4% | +6.7% | -22.1% | -16.9% |
| 30D | -19.0% | -17.2% | -1.8% | -15.2% |
| 3M | -23.8% | -28.0% | +4.2% | -17.8% |
| 6M | -37.9% | -6.1% | -31.8% | -38.8% |
| YTD | +27.0% | -37.1% | +64.1% | +50.6% |
| 1Y | +13.8% | -48.8% | +62.6% | +55.1% |
| All | +13.8% | -48.0% | +61.8% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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