+1,934.0%
VRT vs SRE
+80.0%
+1,854.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.9% |
| 7D | +10.5% | +1.8% | +8.8% | +9.7% |
| 30D | -9.3% | -3.0% | -6.3% | -7.9% |
| 3M | -29.6% | -7.3% | -22.3% | -27.2% |
| 6M | -45.4% | -11.9% | -33.5% | -42.4% |
| YTD | +24.8% | -7.9% | +32.7% | +29.0% |
| 1Y | +23.6% | -11.1% | +34.8% | +29.8% |
| 3Y | +379.7% | +24.8% | +354.9% | +317.3% |
| 5Y | +660.3% | +52.4% | +608.0% | +504.6% |
| All | +1,934.0% | +80.0% | +1,854.0% | +1,479.2% |
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