+239.1%
SAN vs VLTO
+69.5%
+169.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +4.9% | +5.4% | -0.5% | +3.6% |
| 30D | -13.0% | +22.3% | -35.3% | -17.4% |
| 3M | -18.9% | +19.6% | -38.5% | -22.6% |
| 6M | -4.1% | +35.2% | -39.3% | -12.1% |
| YTD | +2.6% | +17.9% | -15.3% | -1.7% |
| 1Y | +16.9% | +19.5% | -2.6% | +11.4% |
| 3Y | +239.1% | +73.9% | +165.1% | +218.3% |
| All | +239.1% | +69.5% | +169.6% | +218.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling