+139.0%
VRT vs SAP
-19.9%
+158.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +3.1% |
| 7D | +13.6% | -0.3% | +13.9% | +13.5% |
| 30D | +6.8% | +2.6% | +4.2% | +7.8% |
| 3M | -3.2% | +16.3% | -19.5% | +6.6% |
| 6M | +20.3% | +6.4% | +14.0% | +33.0% |
| YTD | +79.6% | -11.4% | +91.0% | +100.7% |
| 1Y | +139.0% | -20.4% | +159.4% | +171.7% |
| All | +139.0% | -19.9% | +158.9% | +171.7% |
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