+13.7%
VT vs SRE
-11.8%
+25.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | +2.9% | -1.1% | +4.0% | +3.0% |
| 30D | -2.5% | -4.1% | +1.6% | -2.2% |
| 3M | -3.3% | -7.3% | +4.0% | -2.9% |
| 6M | +1.5% | -14.1% | +15.7% | +2.7% |
| YTD | +11.4% | -8.5% | +19.9% | +11.4% |
| All | +13.7% | -11.8% | +25.5% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling