+118.2%
SRE vs VCLT
+17.1%
+101.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.8% | -1.4% | +0.5% | -0.2% |
| 30D | -3.0% | -1.2% | -1.8% | -2.5% |
| 3M | -8.3% | -4.8% | -3.5% | -6.3% |
| 6M | -8.9% | -2.6% | -6.3% | -7.9% |
| YTD | -4.3% | -3.3% | -0.9% | -2.8% |
| 1Y | +2.7% | -4.8% | +7.6% | +5.0% |
| 3Y | +28.7% | +11.5% | +17.1% | +22.0% |
| 5Y | +47.1% | -17.0% | +64.1% | +57.5% |
| All | +118.2% | +17.1% | +101.2% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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