-24.4%
SARK vs VT
+23.4%
-47.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.7% | -2.5% |
| 7D | -0.1% | +0.1% | -0.2% | +0.3% |
| 30D | -13.1% | +0.8% | -13.9% | -11.2% |
| 3M | -13.6% | +2.8% | -16.4% | -6.8% |
| 6M | -22.3% | +13.0% | -35.3% | +3.0% |
| YTD | -19.5% | +15.4% | -34.8% | +14.2% |
| All | -24.4% | +23.4% | -47.7% | +26.3% |
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