+262.4%
VST vs SRE
+18.5%
+243.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.1% | +12.6% | +11.7% |
| 7D | -9.8% | -9.2% | -0.6% | -4.7% |
| 30D | -25.1% | -1.9% | -23.2% | -24.2% |
| 3M | -11.6% | -6.5% | -5.0% | -8.4% |
| 6M | -20.9% | -15.2% | -5.7% | -13.6% |
| YTD | -22.3% | -9.5% | -12.8% | -17.9% |
| 1Y | -32.0% | -13.2% | -18.8% | -26.6% |
| 3Y | +262.4% | +19.5% | +242.9% | +251.0% |
| All | +262.4% | +18.5% | +243.9% | +251.0% |
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 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