+909.3%
VST vs SEI
+592.7%
+316.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.4% | -1.1% | +5.2% |
| 7D | -0.5% | -4.3% | +3.8% | +0.7% |
| 30D | -17.1% | -18.0% | +1.0% | -13.2% |
| 3M | -4.6% | +8.2% | -12.8% | -7.3% |
| 6M | -9.1% | -13.9% | +4.8% | -8.1% |
| YTD | -16.6% | +37.0% | -53.7% | -25.3% |
| 1Y | -29.5% | +24.5% | -54.0% | -35.8% |
| 3Y | +297.5% | +681.1% | -383.5% | +137.5% |
| 5Y | +654.5% | +787.5% | -132.9% | +322.1% |
| All | +909.3% | +592.7% | +316.7% | +417.5% |
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