-13.3%
VFC vs SAN
+55.7%
-69.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | +0.8% | +3.3% | -2.5% | -0.9% |
| 30D | -11.9% | +1.1% | -13.0% | -12.5% |
| 3M | -20.2% | +22.2% | -42.4% | -27.4% |
| 6M | -23.0% | +36.0% | -59.0% | -33.3% |
| YTD | -26.2% | +28.2% | -54.5% | -35.5% |
| 1Y | -13.3% | +54.1% | -67.5% | -29.2% |
| All | -13.3% | +55.7% | -69.1% | -29.2% |
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