+88.0%
VTR vs SAN
+384.1%
-296.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -2.8% | -0.1% | -2.7% | -2.8% |
| 3M | +9.0% | +19.6% | -10.6% | +5.2% |
| 6M | +5.0% | +32.7% | -27.7% | -1.0% |
| YTD | +16.9% | +26.7% | -9.8% | +10.8% |
| 1Y | +34.3% | +51.6% | -17.3% | +22.2% |
| 3Y | +131.6% | +348.7% | -217.2% | +59.2% |
| 5Y | +88.0% | +378.7% | -290.7% | +21.5% |
| All | +88.0% | +384.1% | -296.1% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling