+29.3%
VCIT vs SRE
+121.7%
-92.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +0.1% | +1.4% | -1.3% | 0.0% |
| 30D | -0.8% | +1.9% | -2.7% | -0.9% |
| 3M | -0.5% | -3.3% | +2.8% | -0.4% |
| 6M | -1.4% | -6.4% | +5.0% | -1.1% |
| YTD | -0.8% | -1.8% | +1.0% | -0.8% |
| 1Y | +0.3% | +10.7% | -10.4% | -0.4% |
| 3Y | +19.2% | +31.8% | -12.6% | +16.7% |
| 5Y | +3.6% | +49.2% | -45.6% | +0.8% |
| 10Y | +29.3% | +118.5% | -89.3% | +23.6% |
| All | +29.3% | +121.7% | -92.4% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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