+185.4%
VT vs SEI
+616.9%
-431.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.7% | -3.6% | +0.6% |
| 7D | -0.7% | +12.4% | -13.1% | -2.2% |
| 30D | -1.7% | -18.3% | +16.5% | -0.3% |
| 3M | -2.3% | +10.4% | -12.7% | -4.9% |
| 6M | +1.5% | -12.9% | +14.4% | +0.7% |
| YTD | +12.0% | +41.8% | -29.8% | +3.7% |
| 1Y | +12.9% | +30.3% | -17.4% | +5.1% |
| 3Y | +74.9% | +697.3% | -622.4% | +17.6% |
| 5Y | +59.9% | +877.0% | -817.0% | -0.7% |
| All | +185.4% | +616.9% | -431.5% | +68.3% |
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