+259.6%
SAN vs VT
+223.7%
+35.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.5% | +2.7% |
| 7D | +8.7% | +0.4% | +8.4% | +8.1% |
| 30D | -6.5% | -2.6% | -3.9% | -3.2% |
| 3M | -14.2% | -3.2% | -11.0% | -10.3% |
| 6M | +2.7% | +0.9% | +1.8% | +1.8% |
| YTD | +8.9% | +11.3% | -2.4% | -4.3% |
| 1Y | +23.4% | +14.0% | +9.4% | +5.2% |
| 3Y | +257.9% | +75.8% | +182.1% | +71.9% |
| 5Y | +297.8% | +57.8% | +239.9% | +123.8% |
| 10Y | +259.6% | +219.8% | +39.8% | -33.4% |
| All | +259.6% | +223.7% | +35.9% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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