+123.4%
VRT vs SAP
-19.8%
+143.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.1% |
| 7D | +9.1% | -2.9% | +12.0% | +8.0% |
| 30D | +0.9% | +9.0% | -8.1% | +4.0% |
| 3M | -13.4% | +14.9% | -28.3% | -4.5% |
| 6M | +11.7% | +11.9% | -0.2% | +24.4% |
| YTD | +73.2% | -9.9% | +83.1% | +94.5% |
| 1Y | +123.4% | -19.5% | +143.0% | +154.6% |
| All | +123.4% | -19.8% | +143.2% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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