+213.7%
VT vs SAN
+236.7%
-23.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.9% |
| 7D | -2.3% | +4.9% | -7.2% | -3.9% |
| 30D | -5.0% | -13.0% | +8.0% | -0.9% |
| 3M | -4.9% | -18.9% | +14.0% | +1.3% |
| 6M | -1.5% | -4.1% | +2.6% | -0.9% |
| YTD | +8.5% | +2.6% | +5.9% | +6.0% |
| 1Y | +11.4% | +16.9% | -5.6% | +4.3% |
| 3Y | +70.1% | +239.1% | -169.0% | +10.4% |
| 5Y | +53.7% | +266.8% | -213.1% | -6.0% |
| All | +213.7% | +236.7% | -23.0% | +87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling