+45.5%
SRE vs VTEB
+1.2%
+44.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -1.1% |
| 7D | -0.8% | -0.9% | +0.1% | 0.0% |
| 30D | -3.0% | -2.5% | -0.5% | -0.9% |
| 3M | -8.3% | -3.0% | -5.3% | -5.9% |
| 6M | -8.9% | -2.1% | -6.8% | -7.3% |
| YTD | -4.3% | -1.5% | -2.8% | -3.1% |
| 1Y | +2.7% | +0.2% | +2.6% | +2.5% |
| 3Y | +28.7% | +8.6% | +20.1% | +17.5% |
| All | +45.5% | +1.2% | +44.3% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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