+3.8%
VCIT vs SAN
+294.7%
-290.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.6% |
| 7D | -1.4% | +1.0% | -2.4% | -1.4% |
| 30D | +0.8% | -9.4% | +10.2% | +1.1% |
| 3M | -1.7% | -17.1% | +15.4% | -1.2% |
| 6M | -2.1% | +2.2% | -4.2% | -2.2% |
| YTD | -2.0% | +6.0% | -8.0% | -2.4% |
| 1Y | -1.5% | +12.7% | -14.2% | -2.0% |
| 3Y | +19.0% | +242.1% | -223.2% | +14.0% |
| 5Y | +3.8% | +293.6% | -289.8% | -3.9% |
| All | +3.8% | +294.7% | -290.9% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling