+619.5%
VRT vs SE
+197.9%
+421.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.7% |
| 7D | +9.1% | -6.1% | +15.2% | +11.7% |
| 30D | +0.9% | -2.5% | +3.4% | +1.1% |
| 3M | -13.4% | +21.7% | -35.1% | -21.3% |
| 6M | +11.7% | +27.0% | -15.3% | -2.1% |
| YTD | +73.2% | -12.1% | +85.4% | +77.5% |
| 1Y | +123.4% | -40.9% | +164.3% | +172.8% |
| All | +619.5% | +197.9% | +421.6% | +421.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling