+1,041.6%
VST vs SEI
+606.2%
+435.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +16.3% | -14.7% | -2.3% |
| 7D | +9.9% | +28.8% | -19.0% | +3.1% |
| 30D | +7.9% | +10.4% | -2.4% | +4.8% |
| 3M | +3.4% | -11.4% | +14.9% | +4.7% |
| 6M | -4.1% | +31.2% | -35.3% | -12.2% |
| YTD | -5.7% | +39.7% | -45.4% | -15.5% |
| 1Y | -18.9% | +149.0% | -167.9% | -37.1% |
| 3Y | +359.1% | +560.2% | -201.1% | +183.4% |
| 5Y | +766.9% | +955.7% | -188.8% | +369.7% |
| All | +1,041.6% | +606.2% | +435.4% | +485.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling