+80.6%
VTV vs SRE
+45.6%
+35.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | -1.0% | -3.0% | +2.0% | -0.2% |
| 3M | +4.6% | -8.3% | +13.0% | +7.4% |
| 6M | +13.5% | -8.9% | +22.4% | +16.5% |
| YTD | +18.5% | -4.3% | +22.8% | +19.4% |
| 1Y | +22.9% | +2.7% | +20.2% | +20.6% |
| 3Y | +67.8% | +28.7% | +39.2% | +45.0% |
| All | +80.6% | +45.6% | +35.1% | +47.7% |
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 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