+96.3%
VTR vs SAN
+357.1%
-260.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.3% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | +1.1% | +0.9% | +0.2% | +0.7% |
| 3M | +7.9% | +19.1% | -11.2% | +0.9% |
| 6M | +6.2% | +33.2% | -27.0% | -5.4% |
| YTD | +17.7% | +29.1% | -11.4% | +5.2% |
| 1Y | +32.9% | +50.2% | -17.3% | +11.7% |
| 3Y | +129.7% | +351.0% | -221.4% | +19.8% |
| 5Y | +89.3% | +394.7% | -305.4% | -10.3% |
| All | +96.3% | +357.1% | -260.7% | -23.4% |
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