+121.0%
VTR vs SAN
+270.1%
-149.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +0.2% | +4.0% | -3.8% | -1.2% |
| 30D | +5.5% | -7.8% | +13.3% | +8.1% |
| 3M | -0.9% | -16.4% | +15.4% | +4.8% |
| 6M | -0.4% | +3.5% | -3.9% | -3.1% |
| YTD | +17.0% | +6.7% | +10.3% | +11.0% |
| 1Y | +18.0% | +14.5% | +3.5% | +8.7% |
| 3Y | +127.4% | +243.5% | -116.2% | +29.6% |
| 5Y | +92.3% | +296.2% | -203.9% | -2.4% |
| All | +121.0% | +270.1% | -149.1% | -9.6% |
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