+632.2%
VRT vs SRE
+46.2%
+585.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -17.7% | -8.2% | -9.5% | -14.4% |
| 30D | -20.0% | -3.6% | -16.4% | -18.5% |
| 3M | -28.1% | -6.3% | -21.8% | -26.0% |
| 6M | -42.8% | -13.0% | -29.8% | -39.5% |
| YTD | +20.0% | -9.2% | +29.2% | +24.7% |
| 1Y | +3.5% | -13.1% | +16.6% | +9.6% |
| 3Y | +366.1% | +22.4% | +343.7% | +304.6% |
| 5Y | +632.2% | +47.1% | +585.0% | +467.0% |
| All | +632.2% | +46.2% | +585.9% | +467.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling