+276.2%
SAN vs VLTO
+56.1%
+220.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.9% |
| 7D | +8.7% | +2.0% | +6.7% | +8.2% |
| 30D | -6.5% | +21.8% | -28.3% | -11.4% |
| 3M | -14.2% | +20.2% | -34.4% | -18.4% |
| 6M | +2.7% | +36.3% | -33.6% | -6.4% |
| YTD | +8.9% | +18.8% | -10.0% | +3.7% |
| 1Y | +23.4% | +20.4% | +3.0% | +16.9% |
| 3Y | +257.9% | +71.9% | +186.0% | +204.4% |
| All | +276.2% | +56.1% | +220.1% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling