+221.6%
VT vs SNY
+64.3%
+157.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -2.0% | -3.6% | +1.6% | -0.9% |
| 30D | -1.4% | -1.9% | +0.5% | -0.9% |
| 3M | +4.7% | -2.0% | +6.7% | +5.0% |
| 6M | +11.4% | +2.5% | +8.8% | +10.0% |
| YTD | +13.1% | -7.0% | +20.0% | +14.8% |
| 1Y | +19.0% | -4.4% | +23.4% | +19.6% |
| 3Y | +73.9% | -8.4% | +82.4% | +72.4% |
| 5Y | +65.4% | +9.5% | +55.8% | +48.9% |
| All | +221.6% | +64.3% | +157.3% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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