-89.1%
SANA vs VT
+53.4%
-142.5%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +0.7% |
| 7D | -7.8% | -2.3% | -5.5% | -2.3% |
| 30D | -12.9% | -5.0% | -7.9% | -1.3% |
| 3M | -30.5% | -4.9% | -25.6% | -20.9% |
| 6M | -34.9% | -1.5% | -33.3% | -32.0% |
| YTD | -41.8% | +8.5% | -50.3% | -51.3% |
| 1Y | -41.5% | +11.4% | -52.9% | -53.4% |
| 3Y | -30.9% | +70.1% | -101.0% | -78.3% |
| All | -89.1% | +53.4% | -142.5% | -95.2% |
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 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