-9.1%
SARO vs VT
+20.4%
-29.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.2% |
| 7D | +0.6% | -0.1% | +0.8% | +0.8% |
| 30D | -14.5% | -0.7% | -13.8% | -13.8% |
| 3M | -5.3% | +4.0% | -9.3% | -9.9% |
| 6M | -15.3% | +12.3% | -27.6% | -27.4% |
| YTD | -15.6% | +14.0% | -29.6% | -29.5% |
| 1Y | -9.1% | +20.3% | -29.4% | -30.6% |
| All | -9.1% | +20.4% | -29.5% | -30.6% |
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