+58.6%
VT vs SRE
+46.2%
+12.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.1% | -8.2% | +8.0% | +2.1% |
| 30D | -3.1% | -3.6% | +0.6% | -2.1% |
| 3M | -3.5% | -6.3% | +2.8% | -2.0% |
| 6M | +0.5% | -13.0% | +13.5% | +3.9% |
| YTD | +10.8% | -9.2% | +20.0% | +12.9% |
| 1Y | +11.9% | -13.1% | +25.0% | +15.5% |
| 3Y | +73.0% | +22.4% | +50.6% | +53.2% |
| 5Y | +58.6% | +47.1% | +11.5% | +31.3% |
| All | +58.6% | +46.2% | +12.4% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling