+69.7%
VT vs SRE
+21.0%
+48.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.4% | -3.4% |
| 7D | -4.2% | -7.1% | +2.9% | -2.9% |
| 30D | -5.8% | -0.2% | -5.6% | -5.8% |
| 3M | -5.2% | -4.9% | -0.3% | -4.5% |
| 6M | +0.1% | -14.1% | +14.2% | +2.9% |
| YTD | +8.2% | -7.5% | +15.8% | +9.2% |
| 1Y | +10.1% | -11.0% | +21.1% | +12.1% |
| All | +69.7% | +21.0% | +48.7% | +56.6% |
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