+170.2%
VEA vs SRE
+444.5%
-274.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.6% |
| 7D | +0.3% | +1.5% | -1.1% | -0.4% |
| 30D | +0.4% | +0.8% | -0.4% | -0.3% |
| 3M | +4.8% | -5.8% | +10.6% | +7.3% |
| 6M | +11.3% | -7.8% | +19.1% | +14.7% |
| YTD | +17.4% | -2.4% | +19.7% | +17.4% |
| 1Y | +26.2% | +8.9% | +17.3% | +19.3% |
| 3Y | +77.7% | +31.1% | +46.7% | +46.4% |
| 5Y | +60.9% | +48.6% | +12.3% | +21.4% |
| 10Y | +163.6% | +126.1% | +37.4% | +41.0% |
| All | +170.2% | +444.5% | -274.3% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling