+23.6%
VRT vs SRE
-11.2%
+34.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -4.0% |
| 7D | +10.5% | +1.8% | +8.8% | +9.4% |
| 30D | -9.3% | -3.0% | -6.3% | -7.1% |
| 3M | -29.6% | -7.3% | -22.3% | -26.3% |
| 6M | -45.4% | -11.9% | -33.5% | -41.4% |
| YTD | +24.8% | -7.9% | +32.7% | +28.3% |
| 1Y | +23.6% | -11.1% | +34.8% | +30.3% |
| All | +23.6% | -11.2% | +34.8% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling