+2,010.2%
VRT vs SAP
+131.6%
+1,878.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +18.6% | -3.9% | +22.5% | +20.5% |
| 30D | -11.7% | +6.5% | -18.2% | -14.6% |
| 3M | -27.3% | +14.7% | -41.9% | -32.4% |
| 6M | -42.9% | +39.9% | -82.8% | -53.2% |
| YTD | +29.5% | -2.0% | +31.5% | +25.0% |
| 1Y | +21.0% | -6.0% | +27.1% | +20.1% |
| 3Y | +403.1% | +67.7% | +335.4% | +260.0% |
| 5Y | +688.8% | +78.8% | +610.0% | +417.0% |
| All | +2,010.2% | +131.6% | +1,878.5% | +1,120.1% |
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