+75.9%
SNY vs VT
+221.8%
-145.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +2.8% | +2.4% | +0.5% | +1.5% |
| 30D | +21.6% | -1.5% | +23.1% | +22.5% |
| 3M | +10.5% | -4.1% | +14.6% | +12.9% |
| 6M | +14.0% | +0.6% | +13.5% | +13.2% |
| YTD | +5.4% | +11.0% | -5.7% | -1.2% |
| 1Y | -2.5% | +13.3% | -15.8% | -9.6% |
| 3Y | +22.1% | +73.4% | -51.3% | -12.1% |
| 5Y | +18.0% | +57.4% | -39.4% | -10.7% |
| All | +75.9% | +221.8% | -145.8% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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