+11.9%
VT vs SARO
+5.2%
+6.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -0.1% | +12.9% | -13.1% | -2.3% |
| 30D | -3.1% | +41.2% | -44.3% | -9.0% |
| 3M | -3.5% | +0.6% | -4.1% | -3.3% |
| 6M | +0.5% | +13.3% | -12.9% | -2.7% |
| YTD | +10.8% | -0.7% | +11.4% | +9.6% |
| 1Y | +11.9% | +3.4% | +8.4% | +9.4% |
| All | +11.9% | +5.2% | +6.7% | +9.4% |
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