+1,255.6%
VFC vs SAN
+1,664.5%
-408.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.9% |
| 7D | +11.2% | +4.9% | +6.3% | +9.5% |
| 30D | +41.5% | -13.0% | +54.5% | +47.6% |
| 3M | +38.9% | -18.9% | +57.8% | +48.0% |
| 6M | +6.1% | -4.1% | +10.3% | +7.3% |
| YTD | +14.5% | +2.6% | +12.0% | +12.9% |
| 1Y | +46.0% | +16.9% | +29.0% | +38.1% |
| 3Y | +36.4% | +239.1% | -202.7% | -7.8% |
| 5Y | -67.5% | +266.8% | -334.4% | -78.9% |
| 10Y | -45.8% | +246.0% | -291.9% | -65.9% |
| All | +1,255.6% | +1,664.5% | -408.9% | +418.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling