+905.2%
VRT vs SAN
+381.6%
+523.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +4.8% |
| 7D | +9.1% | +1.8% | +7.3% | +8.0% |
| 30D | +0.9% | +2.0% | -1.0% | -0.2% |
| 3M | -13.4% | +19.7% | -33.1% | -21.5% |
| 6M | +11.7% | +30.6% | -18.9% | -4.1% |
| YTD | +73.2% | +28.8% | +44.4% | +48.6% |
| 1Y | +123.4% | +57.8% | +65.7% | +70.6% |
| 3Y | +606.2% | +338.1% | +268.0% | +200.3% |
| All | +905.2% | +381.6% | +523.7% | +274.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling