+55.6%
VFC vs SARO
-7.8%
+63.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +3.6% |
| 7D | +21.5% | +15.8% | +5.7% | +14.3% |
| 30D | +46.7% | +22.2% | +24.5% | +34.8% |
| 3M | +38.4% | -16.2% | +54.6% | +48.4% |
| 6M | +15.2% | +4.6% | +10.6% | +13.6% |
| YTD | +17.8% | -10.4% | +28.2% | +25.8% |
| 1Y | +55.6% | -6.5% | +62.1% | +64.8% |
| All | +55.6% | -7.8% | +63.4% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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