-85.1%
SABR vs VT
+255.0%
-340.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -3.2% | +0.4% | -3.6% | -3.9% |
| 30D | +0.5% | +1.0% | -0.5% | -1.4% |
| 3M | +15.1% | +2.4% | +12.8% | +10.7% |
| 6M | +7.0% | +12.0% | -5.0% | -12.7% |
| YTD | +56.6% | +15.3% | +41.3% | +20.4% |
| 1Y | +23.8% | +22.6% | +1.3% | -15.4% |
| 3Y | -60.3% | +74.7% | -135.0% | -85.0% |
| 5Y | -80.4% | +66.1% | -146.5% | -91.2% |
| 10Y | -91.7% | +225.0% | -316.7% | -98.3% |
| All | -85.1% | +255.0% | -340.1% | -97.4% |
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