+109.6%
VRT vs SE
-42.8%
+152.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.1% | -5.5% | -8.5% |
| 7D | +2.4% | -3.6% | +6.0% | +3.5% |
| 30D | -2.7% | -5.3% | +2.6% | -1.7% |
| 3M | -9.2% | +28.1% | -37.3% | -16.2% |
| 6M | -0.5% | +20.7% | -21.2% | -7.3% |
| YTD | +62.3% | -14.8% | +77.1% | +74.8% |
| 1Y | +109.6% | -43.6% | +153.1% | +162.2% |
| All | +109.6% | -42.8% | +152.3% | +162.2% |
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