+525.9%
SAFT vs VT
+345.0%
+180.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +2.7% |
| 7D | +0.4% | -4.2% | +4.6% | +3.2% |
| 30D | +0.4% | -5.8% | +6.2% | +4.3% |
| 3M | +1.7% | -5.2% | +7.0% | +5.2% |
| 6M | +43.4% | +0.1% | +43.3% | +42.1% |
| YTD | +38.6% | +8.2% | +30.4% | +29.4% |
| 1Y | +51.9% | +10.1% | +41.8% | +40.1% |
| 3Y | +53.5% | +69.7% | -16.2% | +2.8% |
| 5Y | +61.4% | +53.4% | +8.1% | +13.9% |
| 10Y | +141.9% | +219.2% | -77.3% | -3.1% |
| All | +525.9% | +345.0% | +180.9% | +73.2% |
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 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