+13.6%
SABA vs VT
+53.2%
-39.6%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.0% | +0.6% |
| 7D | +0.3% | -4.2% | +4.4% | +1.9% |
| 30D | +0.3% | -5.8% | +6.1% | +2.6% |
| 3M | -4.6% | -5.2% | +0.7% | -2.6% |
| 6M | -4.1% | +0.1% | -4.2% | -4.2% |
| YTD | +1.8% | +8.2% | -6.4% | -1.6% |
| 1Y | -1.6% | +10.1% | -11.7% | -5.5% |
| 3Y | +27.8% | +69.7% | -41.8% | +3.5% |
| 5Y | +13.6% | +53.4% | -39.8% | -8.8% |
| All | +13.6% | +53.2% | -39.6% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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