+259.2%
SYM vs VT
+77.0%
+182.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.8% | +4.7% |
| 7D | -2.9% | -2.3% | -0.6% | +0.8% |
| 30D | -15.0% | -5.0% | -10.0% | -7.7% |
| 3M | -7.0% | -4.9% | -2.1% | +1.2% |
| 6M | -39.8% | -1.5% | -38.3% | -37.2% |
| YTD | -38.1% | +8.5% | -46.6% | -43.3% |
| 1Y | -47.5% | +11.4% | -58.9% | -53.5% |
| 3Y | +3.8% | +70.1% | -66.3% | -36.5% |
| 5Y | +266.4% | +53.7% | +212.6% | +118.6% |
| All | +259.2% | +77.0% | +182.3% | +109.4% |
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 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