+130.2%
SRE vs VFC
-48.6%
+178.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.2% |
| 7D | +1.8% | +1.6% | +0.1% | +1.5% |
| 30D | -3.0% | +25.5% | -28.5% | -6.6% |
| 3M | -7.3% | +41.3% | -48.5% | -12.5% |
| 6M | -11.9% | +22.2% | -34.1% | -15.5% |
| YTD | -7.9% | +16.4% | -24.3% | -11.6% |
| 1Y | -11.1% | +38.4% | -49.6% | -17.5% |
| 3Y | +24.8% | +56.2% | -31.4% | +2.2% |
| 5Y | +52.4% | -68.2% | +120.5% | +89.2% |
| All | +130.2% | -48.6% | +178.8% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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