+2,826.7%
VRT vs SAN
+248.9%
+2,577.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.1% | +3.9% |
| 7D | +13.6% | +3.3% | +10.3% | +11.9% |
| 30D | +6.8% | +1.1% | +5.7% | +6.2% |
| 3M | -3.2% | +22.2% | -25.4% | -11.3% |
| 6M | +20.3% | +36.0% | -15.7% | +4.9% |
| YTD | +79.6% | +28.2% | +51.3% | +59.8% |
| 1Y | +139.0% | +54.1% | +84.9% | +96.0% |
| 3Y | +644.6% | +354.2% | +290.4% | +282.1% |
| 5Y | +1,024.4% | +387.3% | +637.1% | +444.3% |
| All | +2,826.7% | +248.9% | +2,577.8% | +1,199.6% |
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 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