+6.8%
VRT vs SAP
-4.0%
+10.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.7% | +7.9% | +10.4% |
| 7D | -10.6% | +1.6% | -12.2% | -9.6% |
| 30D | -17.4% | +10.5% | -28.0% | -13.7% |
| 3M | -26.4% | +15.2% | -41.6% | -21.6% |
| 6M | -41.0% | +36.7% | -77.7% | -29.9% |
| YTD | +23.8% | -0.6% | +24.4% | +45.8% |
| All | +6.8% | -4.0% | +10.8% | +29.8% |
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