+562.2%
SYK vs VT
+357.6%
+204.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -2.1% |
| 7D | +6.2% | +0.4% | +5.8% | +5.8% |
| 30D | +17.5% | -2.6% | +20.0% | +19.9% |
| 3M | -3.6% | -3.2% | -0.4% | -1.2% |
| 6M | +14.8% | +0.9% | +13.8% | +13.1% |
| YTD | -6.5% | +11.3% | -17.8% | -15.2% |
| 1Y | -7.5% | +14.0% | -21.5% | -17.8% |
| 3Y | +23.9% | +75.8% | -52.0% | -23.0% |
| 5Y | +24.8% | +57.8% | -33.0% | -15.1% |
| 10Y | +212.9% | +219.8% | -6.9% | +28.3% |
| All | +562.2% | +357.6% | +204.6% | +90.4% |
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