+91.3%
SAN vs VT
+363.9%
-272.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.7% | +4.7% | +3.9% |
| 7D | +4.5% | -0.3% | +4.8% | +5.1% |
| 30D | -12.1% | -1.4% | -10.7% | -10.1% |
| 3M | -15.6% | -1.4% | -14.2% | -13.6% |
| 6M | +5.8% | +5.5% | +0.3% | -1.7% |
| YTD | +5.5% | +12.8% | -7.4% | -10.4% |
| 1Y | +23.6% | +15.4% | +8.2% | +1.6% |
| 3Y | +244.9% | +76.9% | +168.1% | +50.5% |
| 5Y | +282.2% | +60.4% | +221.8% | +94.1% |
| 10Y | +255.8% | +232.8% | +23.0% | -38.5% |
| All | +91.3% | +363.9% | -272.6% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling