+2,010.2%
VRT vs SRE
+78.7%
+1,931.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | +18.6% | -1.1% | +19.7% | +19.2% |
| 30D | -11.7% | -4.1% | -7.5% | -9.8% |
| 3M | -27.3% | -7.3% | -20.0% | -24.8% |
| 6M | -42.9% | -14.1% | -28.7% | -39.1% |
| YTD | +29.5% | -8.5% | +38.0% | +34.3% |
| 1Y | +21.0% | -12.0% | +33.1% | +27.7% |
| 3Y | +403.1% | +23.4% | +379.8% | +340.0% |
| 5Y | +688.8% | +51.3% | +637.5% | +529.3% |
| All | +2,010.2% | +78.7% | +1,931.5% | +1,543.7% |
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