+304.2%
SAN vs VT
+57.5%
+246.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.4% |
| 7D | +10.8% | -0.1% | +10.9% | +10.9% |
| 30D | -5.7% | -3.1% | -2.7% | -1.9% |
| 3M | -13.4% | -3.5% | -9.9% | -9.3% |
| 6M | +3.5% | +0.5% | +3.1% | +3.2% |
| YTD | +9.7% | +10.8% | -1.0% | -2.4% |
| 1Y | +20.9% | +11.9% | +9.0% | +6.2% |
| 3Y | +254.3% | +73.0% | +181.3% | +81.2% |
| 5Y | +304.2% | +58.6% | +245.6% | +125.6% |
| All | +304.2% | +57.5% | +246.7% | +125.6% |
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