+50.5%
SRE vs VFC
-67.9%
+118.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -5.6% | -1.4% | -4.3% | -5.5% |
| 30D | -4.5% | +30.7% | -35.2% | -6.8% |
| 3M | -7.7% | +40.6% | -48.4% | -10.6% |
| 6M | -14.4% | +16.5% | -30.9% | -15.9% |
| YTD | -9.4% | +16.2% | -25.6% | -11.4% |
| 1Y | -13.8% | +42.4% | -56.3% | -17.5% |
| 3Y | +22.2% | +48.1% | -25.9% | +10.2% |
| 5Y | +50.5% | -67.8% | +118.3% | +77.3% |
| All | +50.5% | -67.9% | +118.4% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling