-50.5%
SARK vs VT
+57.4%
-108.0%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +1.0% |
| 7D | -5.0% | +2.9% | -7.9% | +2.4% |
| 30D | +11.4% | -2.5% | +13.9% | +5.9% |
| 3M | +1.9% | -3.3% | +5.3% | -4.4% |
| 6M | -4.7% | +1.5% | -6.2% | +3.1% |
| YTD | -10.9% | +11.4% | -22.3% | +25.2% |
| 1Y | -7.3% | +11.9% | -19.2% | +32.9% |
| 3Y | -68.7% | +73.9% | -142.6% | +68.2% |
| 5Y | -51.5% | +57.9% | -109.4% | +177.6% |
| All | -50.5% | +57.4% | -108.0% | +183.2% |
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