-32.0%
SYRE vs VT
+222.7%
-254.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -2.8% |
| 7D | +6.5% | +2.9% | +3.7% | +2.7% |
| 30D | +27.9% | -2.5% | +30.4% | +32.5% |
| 3M | -1.1% | -3.3% | +2.2% | +3.4% |
| 6M | +37.1% | +1.5% | +35.6% | +34.9% |
| YTD | +214.1% | +11.4% | +202.8% | +175.3% |
| 1Y | +339.2% | +11.9% | +327.3% | +283.6% |
| 3Y | +984.4% | +73.9% | +910.5% | +472.0% |
| 5Y | -41.5% | +57.9% | -99.4% | -68.1% |
| All | -32.0% | +222.7% | -254.6% | -83.9% |
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