+588.9%
VST vs SE
-78.9%
+667.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.2% |
| 3M | -11.6% | -31.8% | +20.2% | -5.8% |
| 6M | -20.9% | -15.9% | -5.0% | -19.6% |
| YTD | -22.3% | -40.6% | +18.3% | -16.1% |
| 1Y | -32.0% | -50.7% | +18.7% | -24.1% |
| 3Y | +262.4% | +70.3% | +192.1% | +245.7% |
| All | +588.9% | -78.9% | +667.8% | +572.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling