+219.8%
VT vs SRE
+110.3%
+109.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | +0.4% | -8.4% | +8.7% | +3.3% |
| 30D | -2.6% | -3.2% | +0.6% | -1.6% |
| 3M | -3.2% | -5.3% | +2.1% | -1.8% |
| 6M | +0.9% | -12.6% | +13.5% | +5.1% |
| YTD | +11.3% | -8.8% | +20.1% | +13.8% |
| 1Y | +14.0% | -13.4% | +27.4% | +18.6% |
| 3Y | +75.8% | +24.4% | +51.4% | +55.7% |
| 5Y | +57.8% | +47.3% | +10.5% | +29.9% |
| 10Y | +219.8% | +116.7% | +103.1% | +139.5% |
| All | +219.8% | +110.3% | +109.5% | +139.5% |
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