-75.0%
SYNX vs VT
+58.9%
-133.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | -9.8% | +0.4% | -10.2% | -9.8% |
| 30D | +5.9% | -2.6% | +8.5% | +6.4% |
| 3M | -11.6% | -3.2% | -8.3% | -11.0% |
| 6M | -24.2% | +0.9% | -25.1% | -24.2% |
| YTD | -15.7% | +11.3% | -27.0% | -17.0% |
| 1Y | -39.9% | +14.0% | -53.9% | -41.1% |
| All | -75.0% | +58.9% | -133.9% | -69.8% |
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