+1,917.9%
VRT vs SAN
+196.2%
+1,721.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.1% | +3.5% | +6.9% |
| 7D | -10.6% | +8.7% | -19.3% | -14.2% |
| 30D | -17.4% | -6.5% | -10.9% | -15.6% |
| 3M | -26.4% | -14.2% | -12.2% | -21.8% |
| 6M | -41.0% | +2.7% | -43.7% | -42.2% |
| YTD | +23.8% | +8.9% | +15.0% | +17.6% |
| 1Y | +11.6% | +23.4% | -11.8% | +0.2% |
| 3Y | +403.5% | +257.9% | +145.5% | +184.8% |
| 5Y | +647.0% | +297.8% | +349.3% | +292.5% |
| All | +1,917.9% | +196.2% | +1,721.7% | +856.3% |
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