+1,740.6%
VRT vs SAP
+131.0%
+1,609.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.1% | +7.6% | +5.2% |
| 7D | -21.4% | -0.7% | -20.7% | -21.6% |
| 30D | -25.8% | +11.1% | -36.9% | -29.7% |
| 3M | -33.5% | +17.0% | -50.6% | -38.9% |
| 6M | -49.0% | +34.8% | -83.9% | -57.5% |
| YTD | +12.9% | -2.2% | +15.2% | +9.1% |
| 1Y | 0.0% | -6.4% | +6.5% | -0.6% |
| 3Y | +361.8% | +75.1% | +286.7% | +222.3% |
| 5Y | +565.1% | +69.8% | +495.3% | +343.7% |
| All | +1,740.6% | +131.0% | +1,609.6% | +964.6% |
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