+143.2%
SRE vs VTEB
+25.5%
+117.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -1.2% |
| 7D | -0.8% | -0.9% | +0.1% | +0.1% |
| 30D | -3.0% | -2.5% | -0.5% | -0.4% |
| 3M | -8.3% | -3.0% | -5.3% | -5.4% |
| 6M | -8.9% | -2.1% | -6.8% | -6.9% |
| YTD | -4.3% | -1.5% | -2.8% | -2.8% |
| 1Y | +2.7% | +0.2% | +2.6% | +2.5% |
| 3Y | +28.7% | +8.6% | +20.1% | +17.4% |
| 5Y | +47.1% | +1.2% | +45.9% | +44.6% |
| 10Y | +121.7% | +18.1% | +103.6% | +98.1% |
| All | +143.2% | +25.5% | +117.7% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling