+243.5%
SAN vs VCLT
+14.4%
+229.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +4.0% | -2.3% | +6.3% | +5.9% |
| 30D | -7.8% | +0.8% | -8.6% | -8.3% |
| 3M | -16.4% | -2.7% | -13.7% | -14.5% |
| 6M | +3.5% | -4.3% | +7.8% | +7.3% |
| YTD | +6.7% | -4.3% | +11.0% | +10.7% |
| 1Y | +14.5% | -4.4% | +18.9% | +18.8% |
| 3Y | +243.5% | +13.8% | +229.7% | +222.7% |
| All | +243.5% | +14.4% | +229.1% | +222.7% |
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