+645.9%
VST vs SYK
+25.0%
+620.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | +19.2% | -6.8% | +25.9% | +21.2% |
| 30D | -17.2% | +10.6% | -27.7% | -20.7% |
| 3M | -8.1% | -9.7% | +1.6% | -5.8% |
| 6M | -8.1% | +6.7% | -14.8% | -13.1% |
| YTD | -16.3% | -10.4% | -5.9% | -14.8% |
| 1Y | -24.1% | -14.0% | -10.1% | -21.4% |
| 3Y | +300.2% | +17.6% | +282.6% | +264.4% |
| 5Y | +645.9% | +24.6% | +621.3% | +523.2% |
| All | +645.9% | +25.0% | +620.9% | +523.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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