+2,010.2%
VRT vs SAN
+188.3%
+1,821.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.7% |
| 7D | +18.6% | +1.0% | +17.6% | +18.1% |
| 30D | -11.7% | -9.4% | -2.3% | -8.5% |
| 3M | -27.3% | -17.1% | -10.1% | -21.7% |
| 6M | -42.9% | +2.2% | -45.0% | -44.0% |
| YTD | +29.5% | +6.0% | +23.5% | +24.3% |
| 1Y | +21.0% | +12.7% | +8.3% | +13.1% |
| 3Y | +403.1% | +242.1% | +161.0% | +189.9% |
| 5Y | +688.8% | +293.6% | +395.2% | +316.9% |
| All | +2,010.2% | +188.3% | +1,821.8% | +911.1% |
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