-52.1%
SARK vs VT
+57.4%
-109.4%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.3% | +1.8% |
| 7D | -1.2% | +0.4% | -1.6% | +0.5% |
| 30D | +10.8% | -2.6% | +13.4% | +5.1% |
| 3M | -3.4% | -3.2% | -0.2% | -9.3% |
| 6M | -6.7% | +0.9% | -7.7% | -0.6% |
| YTD | -13.7% | +11.3% | -25.0% | +21.1% |
| 1Y | -10.8% | +14.0% | -24.8% | +34.1% |
| 3Y | -70.2% | +75.8% | -146.0% | +64.4% |
| 5Y | -52.1% | +57.8% | -109.9% | +173.8% |
| All | -52.1% | +57.4% | -109.4% | +173.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling