-48.6%
VFC vs SAN
+270.1%
-318.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +2.9% |
| 7D | +1.6% | +4.0% | -2.4% | -0.3% |
| 30D | +25.5% | -7.8% | +33.3% | +30.1% |
| 3M | +41.3% | -16.4% | +57.6% | +53.2% |
| 6M | +22.2% | +3.5% | +18.7% | +19.3% |
| YTD | +16.4% | +6.7% | +9.7% | +11.1% |
| 1Y | +38.4% | +14.5% | +23.9% | +27.7% |
| 3Y | +56.2% | +243.5% | -187.3% | -15.8% |
| 5Y | -68.2% | +296.2% | -364.4% | -84.5% |
| All | -48.6% | +270.1% | -318.7% | -77.8% |
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