-18.2%
SAR vs VT
+53.4%
-71.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.3% |
| 7D | -3.1% | -2.3% | -0.8% | -1.7% |
| 30D | -11.5% | -5.0% | -6.5% | -8.8% |
| 3M | -30.3% | -4.9% | -25.4% | -28.3% |
| 6M | -37.5% | -1.5% | -35.9% | -37.0% |
| YTD | -35.7% | +8.5% | -44.1% | -39.0% |
| 1Y | -30.6% | +11.4% | -41.9% | -35.2% |
| 3Y | -19.2% | +70.1% | -89.3% | -42.1% |
| All | -18.2% | +53.4% | -71.6% | -40.9% |
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