+2,397.0%
VRT vs SRE
+88.5%
+2,308.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.1% |
| 7D | -7.7% | -0.7% | -7.0% | -7.4% |
| 30D | -12.0% | -1.7% | -10.2% | -11.4% |
| 3M | -11.7% | -7.1% | -4.6% | -9.1% |
| 6M | -8.1% | -8.4% | +0.3% | -4.9% |
| YTD | +53.2% | -3.5% | +56.7% | +54.9% |
| 1Y | +81.7% | +5.4% | +76.3% | +76.2% |
| 3Y | +535.3% | +29.5% | +505.8% | +441.8% |
| 5Y | +916.4% | +48.3% | +868.1% | +715.2% |
| All | +2,397.0% | +88.5% | +2,308.5% | +1,795.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling