-87.7%
SY vs VT
+134.6%
-222.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.2% |
| 7D | +2.5% | -2.3% | +4.8% | +5.1% |
| 30D | -19.6% | -5.0% | -14.7% | -15.0% |
| 3M | -2.8% | -4.9% | +2.0% | +2.6% |
| 6M | -37.1% | -1.5% | -35.6% | -36.3% |
| YTD | -19.9% | +8.5% | -28.4% | -26.3% |
| 1Y | -52.5% | +11.4% | -63.9% | -57.5% |
| 3Y | +138.1% | +70.1% | +68.0% | +34.6% |
| 5Y | -44.2% | +53.7% | -97.9% | -64.4% |
| All | -87.7% | +134.6% | -222.3% | -94.1% |
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 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