-49.7%
SARK vs VT
+53.4%
-103.0%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -2.8% |
| 7D | +5.9% | -2.3% | +8.2% | +0.4% |
| 30D | +14.5% | -5.0% | +19.5% | +2.0% |
| 3M | -3.6% | -4.9% | +1.3% | -13.4% |
| 6M | -1.7% | -1.5% | -0.1% | -1.8% |
| YTD | -9.4% | +8.5% | -17.9% | +18.9% |
| 1Y | -6.3% | +11.4% | -17.6% | +32.7% |
| 3Y | -68.2% | +70.1% | -138.3% | +61.2% |
| All | -49.7% | +53.4% | -103.0% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling