+654.4%
VRT vs SAP
+79.5%
+574.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +10.5% | +0.6% | +9.9% | +10.3% |
| 30D | -9.3% | +6.5% | -15.9% | -12.8% |
| 3M | -29.6% | +12.2% | -41.8% | -34.4% |
| 6M | -45.4% | +46.1% | -91.4% | -57.9% |
| YTD | +24.8% | -1.6% | +26.4% | +23.2% |
| 1Y | +23.6% | -5.1% | +28.7% | +26.2% |
| 3Y | +379.7% | +68.4% | +311.3% | +178.1% |
| All | +654.4% | +79.5% | +574.9% | +237.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling