+143.1%
VRT vs SARO
-23.7%
+166.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.3% | -3.9% |
| 7D | -7.7% | -4.0% | -3.7% | -4.9% |
| 30D | -12.0% | -16.1% | +4.2% | -0.3% |
| 3M | -11.7% | -4.5% | -7.2% | -8.3% |
| 6M | -8.1% | -17.0% | +9.0% | +3.5% |
| YTD | +53.2% | -17.5% | +70.8% | +70.7% |
| 1Y | +81.7% | -12.3% | +93.9% | +92.0% |
| All | +143.1% | -23.7% | +166.8% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 3y: compounded portfolio wealth divided by compounded SARO 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…
3y analysis · Full analysis span regression · 6 months rolling