-83.6%
SABR vs VT
+53.4%
-137.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | -0.2% |
| 7D | +4.0% | -2.3% | +6.3% | +9.0% |
| 30D | -11.8% | -5.0% | -6.8% | -2.2% |
| 3M | -24.8% | -4.9% | -19.9% | -17.0% |
| 6M | -7.9% | -1.5% | -6.4% | -5.7% |
| YTD | +23.9% | +8.5% | +15.4% | +2.3% |
| 1Y | -8.2% | +11.4% | -19.5% | -28.8% |
| 3Y | -52.8% | +70.1% | -122.9% | -85.4% |
| All | -83.6% | +53.4% | -137.0% | -92.5% |
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