-9.8%
SNY vs VO
+55.8%
-65.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -3.3% | -1.5% | -1.8% | -2.7% |
| 30D | -2.2% | -3.0% | +0.9% | -0.9% |
| 3M | -3.0% | +2.8% | -5.9% | -4.2% |
| 6M | +2.7% | +10.9% | -8.2% | -1.8% |
| YTD | -6.8% | +12.5% | -19.3% | -11.4% |
| 1Y | -5.3% | +12.0% | -17.2% | -9.8% |
| 3Y | -9.8% | +56.3% | -66.1% | -29.7% |
| All | -9.8% | +55.8% | -65.6% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling