+345.3%
SAN vs VCLT
+17.1%
+328.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.2% |
| 7D | +0.2% | -1.4% | +1.6% | +0.6% |
| 30D | +0.9% | -1.2% | +2.1% | +1.3% |
| 3M | +19.1% | -4.8% | +23.9% | +21.0% |
| 6M | +33.2% | -2.6% | +35.8% | +34.5% |
| YTD | +29.1% | -3.3% | +32.5% | +30.7% |
| 1Y | +50.2% | -4.8% | +55.1% | +52.7% |
| 3Y | +351.0% | +11.5% | +339.5% | +340.2% |
| 5Y | +394.7% | -17.0% | +411.6% | +400.4% |
| All | +345.3% | +17.1% | +328.2% | +362.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling