+670.1%
VST vs SE
+366.0%
+304.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.1% | +10.4% | +10.5% |
| 7D | -9.8% | +2.0% | -11.8% | -10.2% |
| 30D | -25.1% | -20.0% | -5.1% | -22.8% |
| 3M | -11.6% | -31.8% | +20.2% | -7.0% |
| 6M | -20.9% | -15.9% | -5.0% | -19.8% |
| YTD | -22.3% | -40.6% | +18.3% | -17.4% |
| 1Y | -32.0% | -50.7% | +18.7% | -25.8% |
| 3Y | +262.4% | +70.3% | +192.1% | +244.0% |
| 5Y | +563.4% | -78.8% | +642.2% | +622.0% |
| All | +670.1% | +366.0% | +304.0% | +474.6% |
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