+2,723.0%
VRT vs SAP
+112.9%
+2,610.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.7% |
| 7D | +9.1% | -2.9% | +12.0% | +10.5% |
| 30D | +0.9% | +9.0% | -8.1% | -3.2% |
| 3M | -13.4% | +14.9% | -28.3% | -20.4% |
| 6M | +11.7% | +11.9% | -0.2% | +2.2% |
| YTD | +73.2% | -9.9% | +83.1% | +75.3% |
| 1Y | +123.4% | -19.5% | +143.0% | +141.4% |
| 3Y | +606.2% | +61.8% | +544.4% | +416.0% |
| 5Y | +899.9% | +56.2% | +843.7% | +598.8% |
| All | +2,723.0% | +112.9% | +2,610.2% | +1,610.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling