+227.8%
VST vs SE
+64.7%
+163.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.7% | -0.5% | -4.3% |
| 7D | -19.9% | -1.2% | -18.7% | -19.8% |
| 30D | -29.7% | -21.7% | -8.0% | -24.1% |
| 3M | -19.6% | -34.2% | +14.6% | -8.9% |
| 6M | -29.4% | -10.5% | -18.9% | -29.8% |
| YTD | -29.7% | -40.7% | +11.0% | -18.5% |
| 1Y | -40.0% | -52.1% | +12.0% | -24.3% |
| All | +227.8% | +64.7% | +163.1% | +226.1% |
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