+352.2%
SAN vs VT
+224.5%
+127.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.8% | +0.4% | +1.3% | +1.2% |
| 30D | +2.0% | +1.0% | +1.0% | +0.7% |
| 3M | +19.7% | +2.4% | +17.3% | +16.3% |
| 6M | +30.6% | +12.0% | +18.6% | +13.2% |
| YTD | +28.8% | +15.3% | +13.5% | +7.9% |
| 1Y | +57.8% | +22.6% | +35.2% | +22.0% |
| 3Y | +338.1% | +74.7% | +263.5% | +111.9% |
| 5Y | +384.2% | +66.1% | +318.1% | +154.2% |
| All | +352.2% | +224.5% | +127.7% | -8.2% |
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