+66.6%
VT vs SNY
+6.4%
+60.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | +1.0% | -2.7% | +3.7% | +1.5% |
| 30D | -0.2% | -0.7% | +0.5% | -0.1% |
| 3M | +4.5% | -1.6% | +6.2% | +4.7% |
| 6M | +14.1% | +2.3% | +11.8% | +13.3% |
| YTD | +14.8% | -6.0% | +20.8% | +15.7% |
| 1Y | +21.2% | -2.7% | +23.9% | +21.2% |
| 3Y | +76.6% | -7.5% | +84.0% | +76.0% |
| 5Y | +66.6% | +6.7% | +59.9% | +55.2% |
| All | +66.6% | +6.4% | +60.2% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling