+2,010.2%
VRT vs SE
+412.9%
+1,597.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +18.6% | -1.5% | +20.1% | +19.1% |
| 30D | -11.7% | -22.3% | +10.7% | -5.6% |
| 3M | -27.3% | -41.8% | +14.5% | -16.2% |
| 6M | -42.9% | -22.4% | -20.5% | -39.7% |
| YTD | +29.5% | -41.6% | +71.1% | +45.8% |
| 1Y | +21.0% | -48.0% | +69.1% | +40.7% |
| 3Y | +403.1% | +63.9% | +339.3% | +338.3% |
| 5Y | +688.8% | -78.2% | +767.0% | +834.0% |
| All | +2,010.2% | +412.9% | +1,597.3% | +1,664.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling