+558.1%
VRT vs SNY
-9.6%
+567.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -8.4% | -3.3% | -5.0% | -8.7% |
| 30D | -10.9% | -2.2% | -8.7% | -11.0% |
| 3M | -13.7% | -3.0% | -10.6% | -13.7% |
| 6M | -4.1% | +2.7% | -6.9% | -3.9% |
| YTD | +58.7% | -6.8% | +65.6% | +58.4% |
| 1Y | +89.6% | -5.3% | +94.9% | +89.3% |
| 3Y | +558.1% | -9.8% | +567.9% | +567.4% |
| All | +558.1% | -9.6% | +567.7% | +567.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling