+228.7%
VTV vs SAN
+357.1%
-128.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.5% | +0.1% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -1.0% | +0.9% | -2.0% | -1.3% |
| 3M | +4.6% | +19.1% | -14.5% | -0.9% |
| 6M | +13.5% | +33.2% | -19.7% | +3.4% |
| YTD | +18.5% | +29.1% | -10.6% | +8.3% |
| 1Y | +22.9% | +50.2% | -27.4% | +7.0% |
| 3Y | +67.8% | +351.0% | -283.2% | +0.9% |
| 5Y | +81.8% | +394.7% | -312.8% | +1.9% |
| All | +228.7% | +357.1% | -128.4% | +77.7% |
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