+715.8%
VTV vs SRE
+1,028.2%
-312.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.7% | +1.5% | -2.1% | -1.4% |
| 30D | -0.5% | +0.8% | -1.3% | -1.2% |
| 3M | +5.3% | -5.8% | +11.1% | +8.0% |
| 6M | +12.9% | -7.8% | +20.7% | +16.6% |
| YTD | +18.5% | -2.4% | +20.8% | +18.6% |
| 1Y | +25.3% | +8.9% | +16.4% | +18.5% |
| 3Y | +68.2% | +31.1% | +37.1% | +39.5% |
| 5Y | +80.6% | +48.6% | +32.0% | +38.2% |
| 10Y | +232.9% | +126.1% | +106.8% | +89.0% |
| All | +715.8% | +1,028.2% | -312.4% | +93.7% |
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 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