+977.6%
VRT vs SNY
+9.4%
+968.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -8.4% | -3.3% | -5.0% | -8.2% |
| 30D | -10.9% | -2.2% | -8.7% | -10.8% |
| 3M | -13.7% | -3.0% | -10.6% | -13.6% |
| 6M | -4.1% | +2.7% | -6.9% | -4.6% |
| YTD | +58.7% | -6.8% | +65.6% | +59.5% |
| 1Y | +89.6% | -5.3% | +94.9% | +90.0% |
| 3Y | +558.1% | -9.8% | +567.9% | +557.0% |
| All | +977.6% | +9.4% | +968.1% | +823.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling