+348.0%
VT vs SRE
+406.7%
-58.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.4% | -2.3% |
| 7D | -4.2% | -7.1% | +2.9% | -0.8% |
| 30D | -5.8% | -0.2% | -5.6% | -5.8% |
| 3M | -5.2% | -4.9% | -0.3% | -3.4% |
| 6M | +0.1% | -14.1% | +14.2% | +6.7% |
| YTD | +8.2% | -7.5% | +15.8% | +10.8% |
| 1Y | +10.1% | -11.0% | +21.1% | +14.8% |
| 3Y | +69.7% | +21.2% | +48.4% | +45.9% |
| 5Y | +53.4% | +46.6% | +6.7% | +17.1% |
| 10Y | +219.2% | +114.4% | +104.9% | +79.5% |
| All | +348.0% | +406.7% | -58.7% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling