+13.9%
SREA vs VT
+139.5%
-125.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -1.2% | -3.1% | +1.9% | +0.1% |
| 3M | -8.3% | -3.5% | -4.8% | -6.9% |
| 6M | -11.0% | +0.5% | -11.4% | -11.4% |
| YTD | -11.5% | +10.8% | -22.3% | -15.9% |
| 1Y | -12.5% | +11.9% | -24.4% | -17.2% |
| 3Y | -3.6% | +73.0% | -76.5% | -26.0% |
| 5Y | -8.2% | +58.6% | -66.8% | -27.1% |
| All | +13.9% | +139.5% | -125.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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