+373.4%
VST vs SE
+197.9%
+175.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.8% |
| 7D | +8.9% | -6.1% | +15.0% | +11.0% |
| 30D | +6.2% | -2.5% | +8.7% | +6.4% |
| 3M | -2.7% | +21.7% | -24.4% | -10.2% |
| 6M | -8.4% | +27.0% | -35.4% | -17.7% |
| YTD | -7.2% | -12.1% | +4.9% | -5.0% |
| 1Y | -20.9% | -40.9% | +20.0% | -6.4% |
| All | +373.4% | +197.9% | +175.5% | +317.8% |
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 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