+377.4%
VT vs SNY
+178.5%
+199.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +0.4% | -1.3% | +1.7% | +1.0% |
| 30D | +1.0% | +3.4% | -2.4% | -0.6% |
| 3M | +2.4% | -0.3% | +2.7% | +2.0% |
| 6M | +12.0% | +1.0% | +11.0% | +10.7% |
| YTD | +15.3% | -3.6% | +19.0% | +16.1% |
| 1Y | +22.6% | +3.0% | +19.6% | +19.1% |
| 3Y | +74.7% | -4.3% | +79.0% | +68.0% |
| 5Y | +66.1% | +5.2% | +61.0% | +48.0% |
| 10Y | +225.0% | +70.2% | +154.8% | +113.6% |
| All | +377.4% | +178.5% | +199.0% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling