+596.6%
VST vs SE
+365.4%
+231.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.7% | -0.5% | -5.3% |
| 7D | -19.9% | -1.2% | -18.7% | -19.8% |
| 30D | -29.7% | -21.7% | -8.0% | -27.2% |
| 3M | -19.6% | -34.2% | +14.6% | -14.9% |
| 6M | -29.4% | -10.5% | -18.9% | -29.1% |
| YTD | -29.7% | -40.7% | +11.0% | -25.3% |
| 1Y | -40.0% | -52.1% | +12.0% | -34.3% |
| 3Y | +231.0% | +68.9% | +162.1% | +214.5% |
| 5Y | +500.1% | -78.9% | +578.9% | +553.2% |
| All | +596.6% | +365.4% | +231.2% | +419.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling