+1,507.7%
SRE vs VFC
+135.8%
+1,372.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.1% |
| 7D | -0.3% | -1.6% | +1.3% | 0.0% |
| 30D | -0.7% | -11.6% | +10.9% | +1.6% |
| 3M | -6.3% | -18.1% | +11.8% | -3.4% |
| 6M | -10.7% | -27.4% | +16.7% | -6.2% |
| YTD | -3.5% | -24.8% | +21.4% | +0.2% |
| 1Y | +5.3% | -8.2% | +13.5% | +4.0% |
| 3Y | +31.8% | -29.1% | +60.9% | +24.4% |
| 5Y | +47.4% | -79.2% | +126.5% | +82.8% |
| 10Y | +120.6% | -68.1% | +188.7% | +134.6% |
| All | +1,507.7% | +135.8% | +1,372.0% | +935.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling