-79.6%
SABR vs VT
+58.5%
-138.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +2.4% |
| 7D | +13.1% | +2.9% | +10.2% | +6.8% |
| 30D | +5.0% | -2.5% | +7.5% | +10.6% |
| 3M | -7.8% | -3.3% | -4.4% | -1.2% |
| 6M | +3.8% | +1.5% | +2.3% | +0.2% |
| YTD | +39.7% | +11.4% | +28.3% | +9.5% |
| 1Y | +6.1% | +11.9% | -5.8% | -18.0% |
| 3Y | -43.5% | +73.9% | -117.3% | -83.3% |
| 5Y | -79.6% | +57.9% | -137.5% | -91.2% |
| All | -79.6% | +58.5% | -138.2% | -91.2% |
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