+348.0%
VT vs SAN
+87.2%
+260.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -4.2% | +3.5% | -7.7% | -5.4% |
| 30D | -5.8% | -13.2% | +7.4% | -1.0% |
| 3M | -5.2% | -16.9% | +11.7% | +1.0% |
| 6M | +0.1% | +2.3% | -2.2% | -1.6% |
| YTD | +8.2% | +4.9% | +3.3% | +4.5% |
| 1Y | +10.1% | +20.4% | -10.3% | +0.9% |
| 3Y | +69.7% | +243.2% | -173.5% | +2.4% |
| 5Y | +53.4% | +275.3% | -221.9% | -13.9% |
| 10Y | +219.2% | +254.0% | -34.8% | +66.7% |
| All | +348.0% | +87.2% | +260.9% | +138.6% |
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 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