+85.6%
SAR vs VT
+217.6%
-132.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -2.7% |
| 7D | -5.6% | -0.1% | -5.4% | -5.4% |
| 30D | -14.6% | -3.1% | -11.5% | -12.1% |
| 3M | -33.0% | -3.5% | -29.5% | -30.8% |
| 6M | -38.2% | +0.5% | -38.7% | -38.8% |
| YTD | -37.4% | +10.8% | -48.2% | -43.7% |
| 1Y | -31.9% | +11.9% | -43.8% | -39.5% |
| 3Y | -21.5% | +73.0% | -94.4% | -55.6% |
| 5Y | -19.1% | +58.6% | -77.7% | -50.6% |
| 10Y | +85.6% | +219.2% | -133.6% | -39.6% |
| All | +85.6% | +217.6% | -132.0% | -39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling