+608.4%
VST vs SAN
+294.0%
+314.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | +6.6% | +4.0% | +2.6% | +5.2% |
| 30D | -12.4% | -7.8% | -4.6% | -10.2% |
| 3M | -9.0% | -16.4% | +7.4% | -3.7% |
| 6M | -6.4% | +3.5% | -10.0% | -7.8% |
| YTD | -17.2% | +6.7% | -23.9% | -19.9% |
| 1Y | -22.0% | +14.5% | -36.5% | -26.3% |
| 3Y | +296.7% | +243.5% | +53.1% | +171.4% |
| All | +608.4% | +294.0% | +314.4% | +344.3% |
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