+75.8%
VT vs SRE
+22.3%
+53.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | +0.4% | -8.4% | +8.7% | +2.0% |
| 30D | -2.6% | -3.2% | +0.6% | -2.1% |
| 3M | -3.2% | -5.3% | +2.1% | -2.4% |
| 6M | +0.9% | -12.6% | +13.5% | +3.3% |
| YTD | +11.3% | -8.8% | +20.1% | +12.6% |
| 1Y | +14.0% | -13.4% | +27.4% | +16.7% |
| 3Y | +75.8% | +24.4% | +51.4% | +61.4% |
| All | +75.8% | +22.3% | +53.5% | +61.4% |
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