+12.2%
SAR vs VT
+66.2%
-54.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.0% | +0.4% | -2.4% | -2.2% |
| 30D | -6.3% | +1.0% | -7.3% | -6.9% |
| 3M | -18.3% | +2.4% | -20.6% | -19.5% |
| 6M | -20.1% | +12.0% | -32.1% | -25.5% |
| YTD | -15.3% | +15.3% | -30.6% | -22.4% |
| 1Y | -17.7% | +22.6% | -40.3% | -27.4% |
| 3Y | +5.2% | +74.7% | -69.5% | -25.7% |
| All | +12.2% | +66.2% | -54.0% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling