+381.3%
SYY vs VCLT
+102.9%
+278.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -2.7% | +0.1% | -2.9% | -2.8% |
| 3M | +5.9% | -2.9% | +8.8% | +6.8% |
| 6M | -2.3% | -4.0% | +1.6% | -1.2% |
| YTD | +13.1% | -2.2% | +15.3% | +13.8% |
| 1Y | +3.8% | -2.6% | +6.3% | +4.5% |
| 3Y | +26.7% | +12.3% | +14.4% | +21.9% |
| 5Y | +19.4% | -16.4% | +35.8% | +25.2% |
| 10Y | +112.0% | +18.1% | +93.9% | +116.0% |
| All | +381.3% | +102.9% | +278.4% | +477.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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