+1,740.6%
VRT vs SAN
+179.1%
+1,561.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.4% |
| 7D | -21.4% | +4.9% | -26.3% | -23.5% |
| 30D | -25.8% | -13.0% | -12.8% | -21.8% |
| 3M | -33.5% | -18.9% | -14.7% | -27.8% |
| 6M | -49.0% | -4.1% | -44.9% | -48.6% |
| YTD | +12.9% | +2.6% | +10.4% | +9.9% |
| 1Y | 0.0% | +16.9% | -16.9% | -8.2% |
| 3Y | +361.8% | +239.1% | +122.8% | +167.2% |
| 5Y | +565.1% | +266.8% | +298.3% | +260.8% |
| All | +1,740.6% | +179.1% | +1,561.6% | +794.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling