+709.4%
VST vs SE
+372.6%
+336.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.8% |
| 7D | -6.0% | 0.0% | -6.1% | -6.1% |
| 30D | -18.8% | -19.4% | +0.6% | -16.3% |
| 3M | -8.0% | -33.1% | +25.1% | -2.9% |
| 6M | -10.9% | -11.4% | +0.5% | -10.4% |
| YTD | -18.3% | -39.8% | +21.5% | -13.3% |
| 1Y | -29.9% | -50.5% | +20.5% | -23.5% |
| 3Y | +290.3% | +68.9% | +221.4% | +270.7% |
| 5Y | +635.3% | -77.1% | +712.4% | +693.9% |
| All | +709.4% | +372.6% | +336.8% | +502.8% |
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