-68.2%
SARK vs VT
+69.7%
-138.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -2.7% |
| 7D | +5.9% | -2.3% | +8.2% | -0.2% |
| 30D | +14.5% | -5.0% | +19.5% | +0.5% |
| 3M | -3.6% | -4.9% | +1.3% | -14.5% |
| 6M | -1.7% | -1.5% | -0.1% | -2.1% |
| YTD | -9.4% | +8.5% | -17.9% | +22.8% |
| 1Y | -6.3% | +11.4% | -17.6% | +39.1% |
| 3Y | -68.2% | +70.1% | -138.3% | +96.2% |
| All | -68.2% | +69.7% | -138.0% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling