+223.0%
VT vs SRE
+119.9%
+103.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +0.4% | -0.3% | +0.8% | +0.5% |
| 30D | +1.0% | -0.7% | +1.7% | +1.0% |
| 3M | +2.4% | -6.3% | +8.7% | +4.3% |
| 6M | +12.0% | -10.7% | +22.7% | +15.7% |
| YTD | +15.3% | -3.5% | +18.8% | +15.8% |
| 1Y | +22.6% | +5.3% | +17.3% | +19.1% |
| 3Y | +74.7% | +31.8% | +42.9% | +51.9% |
| 5Y | +66.1% | +47.4% | +18.8% | +37.4% |
| All | +223.0% | +119.9% | +103.1% | +137.8% |
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