+378.7%
SAN vs VCLT
-15.5%
+394.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -0.1% | +0.1% | -0.2% | -0.1% |
| 3M | +19.6% | -2.9% | +22.5% | +21.3% |
| 6M | +32.7% | -4.0% | +36.6% | +35.2% |
| YTD | +26.7% | -2.2% | +28.9% | +28.3% |
| 1Y | +51.6% | -2.6% | +54.2% | +53.7% |
| 3Y | +348.7% | +12.3% | +336.5% | +332.5% |
| 5Y | +378.7% | -16.4% | +395.1% | +313.2% |
| All | +378.7% | -15.5% | +394.3% | +313.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling