+11.0%
SREA vs VT
+140.0%
-129.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.1% | +2.4% | -6.4% | -5.1% |
| 30D | -3.8% | -1.5% | -2.3% | -3.2% |
| 3M | -10.7% | -4.1% | -6.6% | -9.1% |
| 6M | -13.2% | +0.6% | -13.7% | -13.6% |
| YTD | -13.8% | +11.0% | -24.8% | -18.1% |
| 1Y | -14.2% | +13.3% | -27.5% | -19.2% |
| 3Y | -6.2% | +73.4% | -79.6% | -28.1% |
| 5Y | -10.2% | +57.4% | -67.6% | -28.4% |
| All | +11.0% | +140.0% | -129.0% | -34.7% |
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