-13.4%
VLTO vs SARO
-21.1%
+7.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -1.6% | +1.1% | -2.6% | -1.8% |
| 30D | -2.9% | -16.2% | +13.3% | +0.2% |
| 3M | +12.7% | -1.3% | +14.0% | +12.5% |
| 6M | +1.6% | -15.2% | +16.8% | +4.1% |
| YTD | -4.0% | -14.7% | +10.7% | -1.8% |
| 1Y | -10.2% | -9.1% | -1.1% | -9.7% |
| All | -13.4% | -21.1% | +7.7% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling