+38.4%
VFC vs SAN
+12.6%
+25.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +54.0% |
| 6M | +22.2% | +3.5% | +18.7% | +19.5% |
| YTD | +16.4% | +6.7% | +9.7% | +9.0% |
| 1Y | +38.4% | +14.5% | +23.9% | +21.7% |
| All | +38.4% | +12.6% | +25.8% | +21.7% |
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 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