+379.7%
VRT vs SYF
+159.4%
+220.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.1% |
| 7D | +10.5% | -2.0% | +12.5% | +11.7% |
| 30D | -9.3% | +1.2% | -10.5% | -10.0% |
| 3M | -29.6% | -9.4% | -20.2% | -25.8% |
| 6M | -45.4% | +4.4% | -49.8% | -47.4% |
| YTD | +24.8% | -11.9% | +36.7% | +30.9% |
| 1Y | +23.6% | -0.4% | +24.0% | +19.7% |
| 3Y | +379.7% | +159.6% | +220.1% | +201.9% |
| All | +379.7% | +159.4% | +220.3% | +201.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling