+8.6%
VRT vs SAP
-5.7%
+14.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -3.8% |
| 7D | -17.7% | +1.5% | -19.2% | -16.9% |
| 30D | -20.0% | +8.8% | -28.8% | -17.0% |
| 3M | -28.1% | +12.1% | -40.2% | -24.3% |
| 6M | -42.8% | +34.6% | -77.4% | -32.6% |
| YTD | +20.0% | -2.1% | +22.1% | +41.4% |
| All | +8.6% | -5.7% | +14.3% | +34.8% |
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