-25.4%
SAR vs VT
+57.0%
-82.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.4% |
| 7D | -11.5% | +2.4% | -13.8% | -12.7% |
| 30D | -21.7% | -1.5% | -20.2% | -21.0% |
| 3M | -38.5% | -4.1% | -34.4% | -37.0% |
| 6M | -43.4% | +0.6% | -44.0% | -43.7% |
| YTD | -43.1% | +11.0% | -54.1% | -46.7% |
| 1Y | -39.6% | +13.3% | -53.0% | -44.2% |
| 3Y | -29.3% | +73.4% | -102.7% | -49.9% |
| All | -25.4% | +57.0% | -82.4% | -46.9% |
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