+95.5%
SABA vs VT
+363.9%
-268.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | 0.0% |
| 7D | +2.0% | -0.3% | +2.3% | +2.2% |
| 30D | +0.9% | -1.4% | +2.3% | +1.4% |
| 3M | -3.0% | -1.4% | -1.6% | -2.5% |
| 6M | -2.7% | +5.5% | -8.2% | -4.8% |
| YTD | +2.9% | +12.8% | -10.0% | -2.0% |
| 1Y | -0.4% | +15.4% | -15.8% | -6.0% |
| 3Y | +29.2% | +76.9% | -47.7% | +3.2% |
| 5Y | +14.8% | +60.4% | -45.6% | -5.7% |
| 10Y | +32.2% | +232.8% | -200.6% | -18.6% |
| All | +95.5% | +363.9% | -268.4% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling