-25.3%
SARO vs VT
+39.8%
-65.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | +1.1% | +1.0% | +0.1% | -0.2% |
| 30D | -16.2% | -0.2% | -15.9% | -15.9% |
| 3M | -1.3% | +4.5% | -5.8% | -6.5% |
| 6M | -15.2% | +14.1% | -29.3% | -28.0% |
| YTD | -14.7% | +14.8% | -29.4% | -28.1% |
| 1Y | -9.1% | +21.2% | -30.3% | -28.2% |
| All | -25.3% | +39.8% | -65.1% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling