-68.0%
VFC vs SAN
+334.8%
-402.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | +0.8% | +3.3% | -2.5% | -0.8% |
| 30D | -11.9% | +1.1% | -13.0% | -12.4% |
| 3M | -20.2% | +22.2% | -42.4% | -27.3% |
| 6M | -23.0% | +36.0% | -59.0% | -33.6% |
| YTD | -26.2% | +28.2% | -54.5% | -35.1% |
| 1Y | -13.3% | +54.1% | -67.5% | -30.3% |
| 3Y | -25.5% | +354.2% | -379.7% | -64.2% |
| 5Y | -78.1% | +387.3% | -465.4% | -90.2% |
| All | -68.0% | +334.8% | -402.9% | -86.7% |
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