+40.8%
VXUS vs SARO
-23.7%
+64.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.8% |
| 7D | -1.9% | -4.0% | +2.1% | -1.1% |
| 30D | -0.7% | -16.1% | +15.4% | +2.8% |
| 3M | +4.9% | -4.5% | +9.5% | +5.6% |
| 6M | +9.7% | -17.0% | +26.7% | +12.9% |
| YTD | +15.0% | -17.5% | +32.5% | +18.4% |
| 1Y | +22.4% | -12.3% | +34.7% | +24.3% |
| All | +40.8% | -23.7% | +64.5% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling