+123.4%
VRT vs SAN
+58.9%
+64.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +4.8% |
| 7D | +9.1% | +1.8% | +7.3% | +8.0% |
| 30D | +0.9% | +2.0% | -1.0% | -0.3% |
| 3M | -13.4% | +19.7% | -33.1% | -21.2% |
| 6M | +11.7% | +30.6% | -18.9% | -3.6% |
| YTD | +73.2% | +28.8% | +44.4% | +45.1% |
| 1Y | +123.4% | +57.8% | +65.7% | +69.8% |
| All | +123.4% | +58.9% | +64.5% | +69.8% |
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 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