+535.1%
SYK vs VT
+357.8%
+177.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.5% |
| 7D | -6.8% | +2.9% | -9.7% | -8.9% |
| 30D | +10.6% | -2.5% | +13.1% | +12.7% |
| 3M | -9.7% | -3.3% | -6.4% | -7.4% |
| 6M | +6.7% | +1.5% | +5.2% | +4.6% |
| YTD | -10.4% | +11.4% | -21.7% | -18.7% |
| 1Y | -14.0% | +11.9% | -25.9% | -22.4% |
| 3Y | +17.6% | +73.9% | -56.3% | -26.3% |
| 5Y | +24.6% | +57.9% | -33.3% | -15.3% |
| 10Y | +216.1% | +222.6% | -6.5% | +28.8% |
| All | +535.1% | +357.8% | +177.2% | +82.5% |
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 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