+118.8%
SYNA vs VT
+223.7%
-104.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -4.1% |
| 7D | -0.1% | +0.4% | -0.5% | -1.3% |
| 30D | -2.1% | -2.6% | +0.5% | +1.8% |
| 3M | +10.4% | -3.2% | +13.7% | +16.8% |
| 6M | -6.5% | +0.9% | -7.5% | -6.8% |
| YTD | +58.4% | +11.3% | +47.1% | +34.3% |
| 1Y | +77.4% | +14.0% | +63.4% | +44.8% |
| 3Y | +32.5% | +75.8% | -43.4% | -44.0% |
| 5Y | -53.9% | +57.8% | -111.7% | -75.2% |
| 10Y | +118.8% | +219.8% | -101.0% | -54.4% |
| All | +118.8% | +223.7% | -104.9% | -54.4% |
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