+31.2%
VCIT vs SAN
+267.2%
-236.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.1% | -6.1% | -0.1% |
| 7D | +0.7% | +8.7% | -8.0% | +0.6% |
| 30D | +1.8% | -6.5% | +8.3% | +1.9% |
| 3M | -1.1% | -14.2% | +13.1% | -0.8% |
| 6M | -1.7% | +2.7% | -4.4% | -1.8% |
| YTD | -1.1% | +8.9% | -10.0% | -1.4% |
| 1Y | -0.4% | +23.4% | -23.8% | -0.9% |
| 3Y | +20.5% | +257.9% | -237.5% | +17.6% |
| 5Y | +3.8% | +297.8% | -294.0% | +0.7% |
| 10Y | +31.2% | +259.6% | -228.4% | +24.5% |
| All | +31.2% | +267.2% | -236.0% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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