+518.7%
SAFT vs VT
+374.2%
+144.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | +0.4% | +0.4% | 0.0% | +0.1% |
| 30D | +0.6% | +1.0% | -0.4% | -0.1% |
| 3M | +52.3% | +2.4% | +49.9% | +49.1% |
| 6M | +38.2% | +12.0% | +26.2% | +26.7% |
| YTD | +37.0% | +15.3% | +21.6% | +22.9% |
| 1Y | +47.8% | +22.6% | +25.3% | +26.8% |
| 3Y | +71.3% | +74.7% | -3.4% | +12.9% |
| 5Y | +59.6% | +66.1% | -6.5% | +6.7% |
| 10Y | +133.4% | +225.0% | -91.6% | -7.1% |
| All | +518.7% | +374.2% | +144.5% | +64.4% |
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