+4.1%
VCIT vs SRE
+51.3%
-47.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -1.4% | +1.8% | -3.2% | -1.5% |
| 30D | +0.6% | -3.0% | +3.6% | +0.8% |
| 3M | -2.2% | -7.3% | +5.0% | -1.8% |
| 6M | -2.3% | -11.9% | +9.6% | -1.5% |
| YTD | -2.2% | -7.9% | +5.7% | -1.8% |
| 1Y | -1.4% | -11.1% | +9.8% | -0.7% |
| 3Y | +18.7% | +24.8% | -6.1% | +14.8% |
| All | +4.1% | +51.3% | -47.3% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling