+6.8%
VRT vs SE
-49.0%
+55.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.9% | +6.7% | +8.8% |
| 7D | -10.6% | +3.3% | -13.9% | -11.2% |
| 30D | -17.4% | -18.2% | +0.7% | -13.3% |
| 3M | -26.4% | -31.3% | +4.9% | -19.7% |
| 6M | -41.0% | -10.1% | -30.9% | -40.9% |
| YTD | +23.8% | -38.9% | +62.7% | +46.7% |
| All | +6.8% | -49.0% | +55.8% | +41.1% |
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