+725.0%
VTV vs SAN
+345.6%
+379.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +0.5% | +1.8% | -1.3% | -0.1% |
| 30D | +1.1% | +2.0% | -0.9% | +0.4% |
| 3M | +5.9% | +19.7% | -13.8% | -0.9% |
| 6M | +11.6% | +30.6% | -19.0% | +0.8% |
| YTD | +19.8% | +28.8% | -9.0% | +8.0% |
| 1Y | +26.2% | +57.8% | -31.5% | +5.7% |
| 3Y | +68.5% | +338.1% | -269.7% | -4.4% |
| 5Y | +79.9% | +384.2% | -304.3% | -5.7% |
| 10Y | +229.7% | +353.1% | -123.5% | +62.5% |
| All | +725.0% | +345.6% | +379.5% | +230.4% |
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 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