+113.0%
VWO vs SRE
+122.3%
-9.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -1.8% | -0.8% | -0.9% | -1.6% |
| 30D | -0.1% | -3.0% | +2.9% | +0.6% |
| 3M | +2.2% | -8.3% | +10.5% | +4.4% |
| 6M | +8.8% | -8.9% | +17.7% | +11.0% |
| YTD | +12.4% | -4.3% | +16.7% | +13.0% |
| 1Y | +15.6% | +2.7% | +12.8% | +13.9% |
| 3Y | +62.5% | +28.7% | +33.9% | +46.6% |
| 5Y | +34.3% | +47.1% | -12.9% | +14.7% |
| All | +113.0% | +122.3% | -9.3% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling