+2,826.7%
VRT vs SAP
+109.3%
+2,717.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.4% |
| 7D | +13.6% | -0.3% | +13.9% | +13.7% |
| 30D | +6.8% | +2.6% | +4.2% | +5.2% |
| 3M | -3.2% | +16.3% | -19.5% | -11.7% |
| 6M | +20.3% | +6.4% | +14.0% | +13.1% |
| YTD | +79.6% | -11.4% | +91.0% | +83.0% |
| 1Y | +139.0% | -20.4% | +159.4% | +159.1% |
| 3Y | +644.6% | +56.5% | +588.1% | +452.9% |
| 5Y | +1,024.4% | +56.8% | +967.6% | +685.2% |
| All | +2,826.7% | +109.3% | +2,717.4% | +1,685.9% |
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