+87.5%
SYY vs VT
+224.4%
-136.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.9% |
| 7D | 0.0% | -0.7% | +0.7% | +0.6% |
| 30D | -2.2% | -1.7% | -0.5% | -0.8% |
| 3M | -8.0% | -2.3% | -5.7% | -6.3% |
| 6M | +7.5% | +1.5% | +6.0% | +4.8% |
| YTD | +7.4% | +12.0% | -4.6% | -4.9% |
| 1Y | +4.9% | +12.9% | -8.0% | -8.0% |
| 3Y | +24.1% | +74.9% | -50.9% | -32.4% |
| 5Y | +13.4% | +59.9% | -46.6% | -32.2% |
| 10Y | +87.5% | +224.6% | -137.1% | -43.3% |
| All | +87.5% | +224.4% | -136.8% | -43.3% |
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