-5.3%
SYK vs VTEB
+0.7%
-6.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -2.0% |
| 7D | +7.5% | +1.2% | +6.3% | +5.5% |
| 30D | +20.4% | +4.2% | +16.3% | +13.5% |
| 3M | -0.3% | -0.5% | +0.2% | +2.0% |
| 6M | +14.2% | -0.6% | +14.7% | +17.0% |
| YTD | -3.8% | +0.3% | -4.1% | -2.0% |
| 1Y | -5.3% | +0.8% | -6.1% | -3.8% |
| All | -5.3% | +0.7% | -6.0% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling