-88.2%
SABR vs VT
+233.9%
-322.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | -0.1% |
| 7D | +4.0% | -2.3% | +6.3% | +8.4% |
| 30D | -11.8% | -5.0% | -6.8% | -3.4% |
| 3M | -24.8% | -4.9% | -19.9% | -17.9% |
| 6M | -7.9% | -1.5% | -6.4% | -5.6% |
| YTD | +23.9% | +8.5% | +15.4% | +6.1% |
| 1Y | -8.2% | +11.4% | -19.5% | -25.3% |
| 3Y | -52.8% | +70.1% | -122.9% | -81.5% |
| 5Y | -83.0% | +53.7% | -136.8% | -91.3% |
| 10Y | -91.9% | +220.0% | -311.9% | -98.3% |
| All | -88.2% | +233.9% | -322.1% | -97.7% |
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