+23.6%
VRT vs SAN
+12.6%
+11.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.9% |
| 7D | +10.5% | +4.0% | +6.5% | +8.7% |
| 30D | -9.3% | -7.8% | -1.5% | -5.4% |
| 3M | -29.6% | -16.4% | -13.2% | -22.3% |
| 6M | -45.4% | +3.5% | -48.9% | -46.1% |
| YTD | +24.8% | +6.7% | +18.1% | +13.7% |
| 1Y | +23.6% | +14.5% | +9.1% | +7.0% |
| All | +23.6% | +12.6% | +11.0% | +7.0% |
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