+820.6%
SYBT vs VT
+374.2%
+446.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.4% | +0.4% | -0.9% | -0.9% |
| 30D | -6.3% | +1.0% | -7.2% | -7.2% |
| 3M | +11.3% | +2.4% | +8.9% | +8.1% |
| 6M | +21.2% | +12.0% | +9.2% | +7.5% |
| YTD | +23.5% | +15.3% | +8.2% | +6.4% |
| 1Y | +0.3% | +22.6% | -22.3% | -18.7% |
| 3Y | +81.7% | +74.7% | +7.0% | +4.4% |
| 5Y | +63.2% | +66.1% | -2.9% | -3.3% |
| 10Y | +212.7% | +225.0% | -12.3% | -5.2% |
| All | +820.6% | +374.2% | +446.4% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling