-20.9%
VST vs SARO
-7.4%
-13.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.2% |
| 7D | +8.9% | -0.8% | +9.7% | +9.2% |
| 30D | +6.2% | -20.0% | +26.2% | +16.0% |
| 3M | -2.7% | -2.9% | +0.2% | -3.2% |
| 6M | -8.4% | -17.7% | +9.3% | -2.2% |
| YTD | -7.2% | -13.5% | +6.3% | -4.0% |
| 1Y | -20.9% | -9.7% | -11.2% | -21.2% |
| All | -20.9% | -7.4% | -13.5% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling