+68.1%
VTRS vs SARO
-10.7%
+78.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.4% |
| 7D | -2.2% | -3.1% | +0.9% | -1.5% |
| 30D | +3.3% | -12.2% | +15.5% | +6.6% |
| 3M | +2.0% | -7.4% | +9.3% | +3.5% |
| 6M | +19.9% | -15.3% | +35.2% | +23.2% |
| YTD | +35.7% | -16.2% | +51.9% | +39.6% |
| 1Y | +68.1% | -12.1% | +80.2% | +69.5% |
| All | +68.1% | -10.7% | +78.8% | +69.5% |
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