+2,545.5%
VRT vs SRE
+90.7%
+2,454.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.4% |
| 7D | +2.4% | +1.5% | +1.0% | +1.8% |
| 30D | -2.7% | +0.8% | -3.5% | -3.1% |
| 3M | -9.2% | -5.8% | -3.4% | -7.1% |
| 6M | -0.5% | -7.8% | +7.3% | +2.6% |
| YTD | +62.3% | -2.4% | +64.7% | +63.2% |
| 1Y | +109.6% | +8.9% | +100.7% | +100.5% |
| 3Y | +573.1% | +31.1% | +542.0% | +470.9% |
| 5Y | +953.6% | +48.6% | +905.0% | +744.4% |
| All | +2,545.5% | +90.7% | +2,454.8% | +1,897.9% |
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 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