+64.7%
SAR vs VT
+221.8%
-157.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.3% |
| 7D | -11.5% | +2.4% | -13.8% | -13.4% |
| 30D | -21.7% | -1.5% | -20.2% | -20.6% |
| 3M | -38.5% | -4.1% | -34.4% | -36.1% |
| 6M | -43.4% | +0.6% | -44.0% | -44.0% |
| YTD | -43.1% | +11.0% | -54.1% | -48.9% |
| 1Y | -39.6% | +13.3% | -53.0% | -46.9% |
| 3Y | -29.3% | +73.4% | -102.7% | -60.1% |
| 5Y | -26.3% | +57.4% | -83.8% | -54.6% |
| All | +64.7% | +221.8% | -157.1% | -47.6% |
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