+223.0%
VT vs SAN
+345.3%
-122.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.4% | +1.8% | -1.3% | -0.1% |
| 30D | +1.0% | +2.0% | -1.0% | +0.3% |
| 3M | +2.4% | +19.7% | -17.3% | -3.6% |
| 6M | +12.0% | +30.6% | -18.6% | +2.2% |
| YTD | +15.3% | +28.8% | -13.5% | +5.2% |
| 1Y | +22.6% | +57.8% | -35.2% | +4.5% |
| 3Y | +74.7% | +338.1% | -263.5% | +4.7% |
| 5Y | +66.1% | +384.2% | -318.1% | -7.0% |
| All | +223.0% | +345.3% | -122.3% | +72.6% |
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