+905.2%
VRT vs SYF
+89.0%
+816.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | +9.1% | +2.4% | +6.7% | +7.6% |
| 30D | +0.9% | +0.8% | +0.1% | +0.3% |
| 3M | -13.4% | +13.4% | -26.8% | -20.7% |
| 6M | +11.7% | +16.3% | -4.7% | +0.2% |
| YTD | +73.2% | -3.0% | +76.2% | +71.8% |
| 1Y | +123.4% | +5.7% | +117.7% | +108.1% |
| 3Y | +606.2% | +160.1% | +446.1% | +257.1% |
| All | +905.2% | +89.0% | +816.3% | +442.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling