+16.3%
SNY vs VT
+57.4%
-41.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.2% |
| 7D | +5.6% | +0.4% | +5.3% | +5.5% |
| 30D | +20.1% | -2.6% | +22.7% | +21.3% |
| 3M | +10.7% | -3.2% | +14.0% | +12.1% |
| 6M | +11.1% | +0.9% | +10.2% | +10.3% |
| YTD | +4.8% | +11.3% | -6.5% | -0.3% |
| 1Y | +2.3% | +14.0% | -11.7% | -3.8% |
| 3Y | +21.6% | +75.8% | -54.2% | -5.4% |
| 5Y | +16.3% | +57.8% | -41.5% | -7.1% |
| All | +16.3% | +57.4% | -41.1% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling