+152.5%
VMC vs SAN
+329.5%
-177.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -2.9% |
| 7D | -5.3% | -0.5% | -4.8% | -5.2% |
| 30D | -12.3% | -0.1% | -12.2% | -12.2% |
| 3M | -10.3% | +19.6% | -29.9% | -15.7% |
| 6M | -8.6% | +32.7% | -41.2% | -17.2% |
| YTD | -11.9% | +26.7% | -38.6% | -19.7% |
| 1Y | -13.9% | +51.6% | -65.6% | -26.4% |
| 3Y | +18.2% | +348.7% | -330.6% | -33.2% |
| 5Y | +47.7% | +378.7% | -331.0% | -21.8% |
| 10Y | +152.5% | +336.9% | -184.4% | +23.8% |
| All | +152.5% | +329.5% | -177.1% | +23.8% |
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