-1.0%
VCIT vs SRE
-14.1%
+13.1%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.1% | -8.2% | +8.3% | +0.4% |
| 30D | +1.1% | -3.6% | +4.8% | +1.3% |
| 3M | -1.4% | -6.3% | +4.9% | -1.2% |
| 6M | -2.3% | -13.0% | +10.7% | -1.9% |
| YTD | -1.8% | -9.2% | +7.4% | -1.5% |
| 1Y | -1.0% | -13.1% | +12.1% | -0.3% |
| All | -1.0% | -14.1% | +13.1% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling