+298.4%
SAN vs VCLT
-16.7%
+315.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +4.0% | -2.3% | +6.3% | +5.2% |
| 30D | -7.8% | +0.8% | -8.6% | -8.1% |
| 3M | -16.4% | -2.7% | -13.7% | -15.2% |
| 6M | +3.5% | -4.3% | +7.8% | +5.9% |
| YTD | +6.7% | -4.3% | +11.0% | +9.3% |
| 1Y | +14.5% | -4.4% | +18.9% | +17.3% |
| 3Y | +243.5% | +13.8% | +229.7% | +229.8% |
| All | +298.4% | -16.7% | +315.1% | +236.9% |
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