+25.4%
VTEB vs SAN
+250.1%
-224.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.3% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | -2.5% | +0.9% | -3.5% | -2.5% |
| 3M | -3.0% | +19.1% | -22.1% | -3.2% |
| 6M | -2.1% | +33.2% | -35.3% | -2.6% |
| YTD | -1.5% | +29.1% | -30.6% | -1.9% |
| 1Y | +0.2% | +50.2% | -50.1% | -0.5% |
| 3Y | +8.6% | +351.0% | -342.5% | +6.1% |
| 5Y | +1.2% | +394.7% | -393.5% | -1.4% |
| 10Y | +18.1% | +345.3% | -327.2% | +13.2% |
| All | +25.4% | +250.1% | -224.7% | +19.9% |
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 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