-45.1%
SY vs VT
+53.4%
-98.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.2% |
| 7D | +2.5% | -2.3% | +4.8% | +5.8% |
| 30D | -19.6% | -5.0% | -14.7% | -13.6% |
| 3M | -2.8% | -4.9% | +2.0% | +4.1% |
| 6M | -37.1% | -1.5% | -35.6% | -36.2% |
| YTD | -19.9% | +8.5% | -28.4% | -28.7% |
| 1Y | -52.5% | +11.4% | -63.9% | -59.3% |
| 3Y | +138.1% | +70.1% | +68.0% | +4.9% |
| All | -45.1% | +53.4% | -98.6% | -69.1% |
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