-30.6%
SAR vs VT
+10.5%
-41.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -3.1% | -2.3% | -0.8% | -1.9% |
| 30D | -11.5% | -5.0% | -6.5% | -9.4% |
| 3M | -30.3% | -4.9% | -25.4% | -28.7% |
| 6M | -37.5% | -1.5% | -35.9% | -36.9% |
| YTD | -35.7% | +8.5% | -44.1% | -38.5% |
| 1Y | -30.6% | +11.4% | -41.9% | -34.4% |
| All | -30.6% | +10.5% | -41.1% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling