+567.3%
VRT vs SAN
+267.8%
+299.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.7% |
| 7D | -21.4% | +4.9% | -26.3% | -24.1% |
| 30D | -25.8% | -13.0% | -12.8% | -20.6% |
| 3M | -33.5% | -18.9% | -14.7% | -26.0% |
| 6M | -49.0% | -4.1% | -44.9% | -48.5% |
| YTD | +12.9% | +2.6% | +10.4% | +8.5% |
| 1Y | 0.0% | +16.9% | -16.9% | -11.2% |
| 3Y | +361.8% | +239.1% | +122.8% | +117.2% |
| All | +567.3% | +267.8% | +299.5% | +196.3% |
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