+35.1%
VT vs SARO
-10.5%
+45.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | -1.5% | +40.3% | -41.8% | -8.7% |
| 3M | -4.1% | +2.2% | -6.4% | -4.7% |
| 6M | +0.6% | +3.7% | -3.1% | -1.0% |
| YTD | +11.0% | -3.3% | +14.3% | +10.6% |
| 1Y | +13.3% | +8.4% | +4.9% | +9.6% |
| All | +35.1% | -10.5% | +45.6% | +27.0% |
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