+74.2%
SAN vs VCLT
+99.5%
-25.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.8% |
| 7D | +1.0% | -1.9% | +2.9% | +1.0% |
| 30D | -9.4% | +1.4% | -10.8% | -9.4% |
| 3M | -17.1% | -1.8% | -15.4% | -17.1% |
| 6M | +2.2% | -3.9% | +6.1% | +2.2% |
| YTD | +6.0% | -3.9% | +9.9% | +6.0% |
| 1Y | +12.7% | -4.7% | +17.4% | +12.7% |
| 3Y | +242.1% | +14.1% | +228.1% | +246.8% |
| 5Y | +293.6% | -16.6% | +310.2% | +269.6% |
| 10Y | +266.1% | +21.4% | +244.7% | +313.6% |
| All | +74.2% | +99.5% | -25.3% | +212.6% |
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