+297.5%
VST vs SE
+74.2%
+223.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.9% | +4.4% | +6.3% |
| 7D | -0.5% | +3.3% | -3.8% | -1.7% |
| 30D | -17.1% | -18.2% | +1.1% | -11.8% |
| 3M | -4.6% | -31.3% | +26.7% | +6.7% |
| 6M | -9.1% | -10.1% | +1.0% | -9.4% |
| YTD | -16.6% | -38.9% | +22.3% | -4.2% |
| 1Y | -29.5% | -48.0% | +18.5% | -13.6% |
| 3Y | +297.5% | +78.8% | +218.7% | +292.9% |
| All | +297.5% | +74.2% | +223.3% | +292.9% |
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