+618.2%
VRT vs SRE
+30.8%
+587.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.5% |
| 7D | +9.1% | -0.3% | +9.4% | +9.2% |
| 30D | +0.9% | -0.7% | +1.7% | +1.1% |
| 3M | -13.4% | -6.3% | -7.1% | -12.1% |
| 6M | +11.7% | -10.7% | +22.3% | +14.9% |
| YTD | +73.2% | -3.5% | +76.7% | +74.7% |
| 1Y | +123.4% | +5.3% | +118.1% | +120.7% |
| All | +618.2% | +30.8% | +587.4% | +621.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling