-8.2%
VFC vs SAN
+58.9%
-67.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.8% |
| 7D | -1.6% | +1.8% | -3.4% | -2.6% |
| 30D | -11.6% | +2.0% | -13.6% | -12.6% |
| 3M | -18.1% | +19.7% | -37.8% | -25.0% |
| 6M | -27.4% | +30.6% | -58.0% | -36.3% |
| YTD | -24.8% | +28.8% | -53.7% | -34.6% |
| 1Y | -8.2% | +57.8% | -66.0% | -26.0% |
| All | -8.2% | +58.9% | -67.1% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling