+567.3%
VRT vs SE
-78.9%
+646.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.4% |
| 7D | -21.4% | +2.0% | -23.4% | -21.9% |
| 30D | -25.8% | -20.0% | -5.8% | -20.4% |
| 3M | -33.5% | -31.8% | -1.8% | -25.3% |
| 6M | -49.0% | -15.9% | -33.2% | -47.3% |
| YTD | +12.9% | -40.6% | +53.6% | +29.8% |
| 1Y | 0.0% | -50.7% | +50.7% | +22.4% |
| 3Y | +361.8% | +70.3% | +291.5% | +282.5% |
| All | +567.3% | -78.9% | +646.2% | +843.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling