+286.9%
SYNA vs VT
+374.2%
-87.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | +4.1% | +0.4% | +3.7% | +3.6% |
| 30D | -1.1% | +1.0% | -2.1% | -2.2% |
| 3M | -29.8% | +2.4% | -32.2% | -31.0% |
| 6M | +28.5% | +12.0% | +16.5% | +14.4% |
| YTD | +33.7% | +15.3% | +18.4% | +15.3% |
| 1Y | +42.3% | +22.6% | +19.7% | +15.1% |
| 3Y | +11.2% | +74.7% | -63.5% | -36.6% |
| 5Y | -47.9% | +66.1% | -114.0% | -66.3% |
| 10Y | +69.4% | +225.0% | -155.6% | -37.6% |
| All | +286.9% | +374.2% | -87.3% | +6.2% |
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