+2,486.9%
VRT vs SNY
+37.3%
+2,449.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -8.4% | -3.3% | -5.0% | -7.9% |
| 30D | -10.9% | -2.2% | -8.7% | -10.6% |
| 3M | -13.7% | -3.0% | -10.6% | -13.5% |
| 6M | -4.1% | +2.7% | -6.9% | -5.1% |
| YTD | +58.7% | -6.8% | +65.6% | +60.1% |
| 1Y | +89.6% | -5.3% | +94.9% | +90.3% |
| 3Y | +558.1% | -9.8% | +567.9% | +551.3% |
| 5Y | +953.0% | +9.7% | +943.3% | +839.4% |
| All | +2,486.9% | +37.3% | +2,449.5% | +2,077.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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