+413.0%
SRE vs VCLT
+98.6%
+314.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.8% | -2.3% | +4.0% | +2.5% |
| 30D | -3.0% | +0.8% | -3.7% | -3.2% |
| 3M | -7.3% | -2.7% | -4.6% | -6.5% |
| 6M | -11.9% | -4.3% | -7.6% | -10.7% |
| YTD | -7.9% | -4.3% | -3.5% | -6.6% |
| 1Y | -11.1% | -4.4% | -6.8% | -9.9% |
| 3Y | +24.8% | +13.8% | +11.0% | +20.0% |
| 5Y | +52.4% | -17.0% | +69.3% | +57.6% |
| 10Y | +127.9% | +20.9% | +107.0% | +126.7% |
| All | +413.0% | +98.6% | +314.4% | +480.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling