+350.3%
VUG vs SEI
+644.4%
-294.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +0.3% |
| 7D | -0.5% | +22.6% | -23.1% | -3.1% |
| 30D | -1.0% | +9.1% | -10.1% | -2.4% |
| 3M | +3.5% | -11.3% | +14.9% | +3.9% |
| 6M | +14.2% | +22.0% | -7.8% | +9.6% |
| YTD | +8.5% | +47.3% | -38.8% | +1.1% |
| 1Y | +12.9% | +124.8% | -111.9% | -0.9% |
| 3Y | +85.6% | +591.3% | -505.6% | +32.8% |
| 5Y | +78.1% | +1,008.2% | -930.1% | +14.6% |
| All | +350.3% | +644.4% | -294.1% | +182.8% |
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