+111.7%
SAN vs VCLT
+103.4%
+8.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | +2.0% | -0.9% | +2.8% | +2.0% |
| 3M | +19.7% | -3.2% | +23.0% | +19.7% |
| 6M | +30.6% | -3.8% | +34.4% | +30.5% |
| YTD | +28.8% | -2.0% | +30.9% | +28.8% |
| 1Y | +57.8% | -0.8% | +58.6% | +57.8% |
| 3Y | +338.1% | +12.3% | +325.8% | +342.2% |
| 5Y | +384.2% | -15.4% | +399.6% | +354.2% |
| 10Y | +353.1% | +15.7% | +337.4% | +384.1% |
| All | +111.7% | +103.4% | +8.3% | +280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling