+1,917.9%
VRT vs SAP
+135.0%
+1,782.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.7% | +7.9% | +8.9% |
| 7D | -10.6% | +1.6% | -12.2% | -11.7% |
| 30D | -17.4% | +10.5% | -28.0% | -21.5% |
| 3M | -26.4% | +15.2% | -41.6% | -31.7% |
| 6M | -41.0% | +36.7% | -77.7% | -51.0% |
| YTD | +23.8% | -0.6% | +24.4% | +18.8% |
| 1Y | +11.6% | -4.1% | +15.7% | +9.7% |
| 3Y | +403.5% | +73.2% | +330.2% | +254.6% |
| 5Y | +647.0% | +74.1% | +572.9% | +393.7% |
| All | +1,917.9% | +135.0% | +1,782.9% | +1,059.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling