+611.0%
VRT vs SYF
+170.8%
+440.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | +9.1% | +2.4% | +6.7% | +7.7% |
| 30D | +0.9% | +0.8% | +0.1% | +0.4% |
| 3M | -13.4% | +13.4% | -26.8% | -20.0% |
| 6M | +11.7% | +16.3% | -4.7% | +1.2% |
| YTD | +73.2% | -3.0% | +76.2% | +72.4% |
| 1Y | +123.4% | +5.7% | +117.7% | +109.5% |
| All | +611.0% | +170.8% | +440.2% | +331.8% |
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