+98.0%
VCIT vs SAN
+111.7%
-13.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.3% | +1.8% | -2.1% | -0.4% |
| 30D | -0.8% | +2.0% | -2.7% | -0.8% |
| 3M | -1.0% | +19.7% | -20.7% | -1.1% |
| 6M | -1.8% | +30.6% | -32.5% | -1.9% |
| YTD | -0.7% | +28.8% | -29.5% | -0.8% |
| 1Y | +1.0% | +57.8% | -56.8% | +0.8% |
| 3Y | +18.8% | +338.1% | -319.3% | +18.6% |
| 5Y | +3.5% | +384.2% | -380.7% | +3.2% |
| 10Y | +29.2% | +353.1% | -323.9% | +28.5% |
| All | +98.0% | +111.7% | -13.8% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling