+224.1%
SYK vs VT
+221.8%
+2.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.6% |
| 7D | -5.0% | +2.4% | -7.3% | -7.2% |
| 30D | +9.9% | -1.5% | +11.5% | +11.5% |
| 3M | -8.9% | -4.1% | -4.8% | -5.3% |
| 6M | +3.1% | +0.6% | +2.5% | +1.5% |
| YTD | -11.1% | +11.0% | -22.2% | -21.3% |
| 1Y | -16.2% | +13.3% | -29.5% | -27.4% |
| 3Y | +13.2% | +73.4% | -60.2% | -38.3% |
| 5Y | +23.5% | +57.4% | -34.0% | -25.0% |
| All | +224.1% | +221.8% | +2.4% | -2.5% |
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