+608.4%
VST vs SE
-78.2%
+686.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +6.6% | -0.5% | +7.1% | +6.7% |
| 30D | -12.4% | -20.9% | +8.6% | -8.8% |
| 3M | -9.0% | -38.9% | +29.9% | -0.9% |
| 6M | -6.4% | -19.4% | +13.0% | -3.9% |
| YTD | -17.2% | -40.9% | +23.7% | -10.5% |
| 1Y | -22.0% | -46.2% | +24.2% | -14.3% |
| 3Y | +296.7% | +63.7% | +232.9% | +280.2% |
| All | +608.4% | -78.2% | +686.5% | +590.8% |
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 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