+385.9%
SYY vs VT
+374.2%
+11.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.3% | +0.4% | -2.8% | -2.6% |
| 30D | -4.9% | +1.0% | -5.9% | -5.6% |
| 3M | +8.4% | +2.4% | +6.0% | +6.2% |
| 6M | -7.4% | +12.0% | -19.4% | -14.8% |
| YTD | +11.0% | +15.3% | -4.3% | 0.0% |
| 1Y | -0.2% | +22.6% | -22.8% | -14.1% |
| 3Y | +23.8% | +74.7% | -50.9% | -17.9% |
| 5Y | +18.1% | +66.1% | -48.0% | -19.1% |
| 10Y | +94.6% | +225.0% | -130.4% | -9.9% |
| All | +385.9% | +374.2% | +11.7% | +78.9% |
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 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