+95.1%
SAR vs VT
+223.7%
-128.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -2.0% |
| 7D | -2.7% | +0.4% | -3.1% | -3.0% |
| 30D | -11.8% | -2.6% | -9.2% | -9.6% |
| 3M | -31.8% | -3.2% | -28.6% | -29.8% |
| 6M | -36.2% | +0.9% | -37.1% | -37.1% |
| YTD | -35.4% | +11.3% | -46.7% | -42.2% |
| 1Y | -29.7% | +14.0% | -43.7% | -38.6% |
| 3Y | -17.4% | +75.8% | -93.2% | -54.1% |
| 5Y | -17.3% | +57.8% | -75.1% | -49.1% |
| 10Y | +95.1% | +219.8% | -124.7% | -36.1% |
| All | +95.1% | +223.7% | -128.6% | -36.1% |
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