+1,290.9%
VFC vs SAN
+1,772.7%
-481.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.5% | +0.7% |
| 7D | +7.7% | +8.7% | -1.0% | +4.8% |
| 30D | +39.2% | -6.5% | +45.7% | +41.9% |
| 3M | +40.3% | -14.2% | +54.5% | +46.8% |
| 6M | +11.4% | +2.7% | +8.6% | +10.1% |
| YTD | +17.5% | +8.9% | +8.7% | +13.6% |
| 1Y | +45.9% | +23.4% | +22.5% | +35.6% |
| 3Y | +47.3% | +257.9% | -210.6% | -2.1% |
| 5Y | -67.2% | +297.8% | -365.0% | -79.3% |
| 10Y | -46.1% | +259.6% | -305.7% | -66.5% |
| All | +1,290.9% | +1,772.7% | -481.8% | +421.6% |
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