+1,917.9%
VRT vs SYF
+210.0%
+1,707.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.7% | +10.3% | +10.0% |
| 7D | -10.6% | -4.3% | -6.3% | -8.7% |
| 30D | -17.4% | +1.0% | -18.5% | -17.9% |
| 3M | -26.4% | -6.4% | -20.0% | -24.0% |
| 6M | -41.0% | +1.0% | -42.0% | -42.0% |
| YTD | +23.8% | -10.7% | +34.6% | +28.2% |
| 1Y | +11.6% | +1.8% | +9.9% | +8.2% |
| 3Y | +403.5% | +165.8% | +237.6% | +204.0% |
| 5Y | +647.0% | +65.9% | +581.1% | +443.5% |
| All | +1,917.9% | +210.0% | +1,707.9% | +874.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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