+354.2%
SAN vs VCLT
+12.2%
+342.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +3.3% | +0.3% | +3.0% | +3.1% |
| 30D | +1.1% | -0.6% | +1.7% | +1.5% |
| 3M | +22.2% | -2.2% | +24.4% | +24.1% |
| 6M | +36.0% | -2.9% | +38.9% | +38.8% |
| YTD | +28.2% | -2.1% | +30.3% | +30.3% |
| 1Y | +54.1% | -2.6% | +56.7% | +57.0% |
| 3Y | +354.2% | +12.5% | +341.7% | +349.2% |
| All | +354.2% | +12.2% | +342.0% | +349.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling