+3.5%
VRT vs SAN
+22.7%
-19.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.5% |
| 7D | -17.7% | +10.8% | -28.5% | -21.4% |
| 30D | -20.0% | -5.7% | -14.3% | -17.2% |
| 3M | -28.1% | -13.4% | -14.6% | -21.9% |
| 6M | -42.8% | +3.5% | -46.4% | -43.3% |
| YTD | +20.0% | +9.7% | +10.2% | +8.7% |
| 1Y | +3.5% | +20.9% | -17.4% | -10.1% |
| All | +3.5% | +22.7% | -19.2% | -10.1% |
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 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