+275.3%
SAN vs VT
+53.2%
+222.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +4.7% |
| 7D | +3.5% | -4.2% | +7.7% | +9.2% |
| 30D | -13.2% | -5.8% | -7.4% | -6.4% |
| 3M | -16.9% | -5.2% | -11.7% | -11.0% |
| 6M | +2.3% | +0.1% | +2.2% | +2.5% |
| YTD | +4.9% | +8.2% | -3.3% | -3.9% |
| 1Y | +20.4% | +10.1% | +10.3% | +8.0% |
| 3Y | +243.2% | +69.7% | +173.5% | +79.9% |
| 5Y | +275.3% | +53.4% | +221.9% | +119.1% |
| All | +275.3% | +53.2% | +222.1% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling