+373.4%
VST vs SAN
+339.3%
+34.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.9% |
| 7D | +8.9% | +1.8% | +7.1% | +8.1% |
| 30D | +6.2% | +2.0% | +4.2% | +5.3% |
| 3M | -2.7% | +19.7% | -22.5% | -10.0% |
| 6M | -8.4% | +30.6% | -39.0% | -18.5% |
| YTD | -7.2% | +28.8% | -36.1% | -17.7% |
| 1Y | -20.9% | +57.8% | -78.7% | -35.9% |
| All | +373.4% | +339.3% | +34.1% | +172.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling