+361.0%
VT vs SNY
+205.0%
+155.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +2.9% | +3.3% | -0.4% | +1.4% |
| 30D | -2.5% | +23.9% | -26.4% | -11.5% |
| 3M | -3.3% | +10.9% | -14.2% | -8.0% |
| 6M | +1.5% | +13.1% | -11.5% | -4.7% |
| YTD | +11.4% | +5.5% | +5.8% | +7.3% |
| 1Y | +11.9% | -1.5% | +13.4% | +11.2% |
| 3Y | +73.9% | +21.3% | +52.6% | +51.4% |
| 5Y | +57.9% | +18.3% | +39.6% | +32.9% |
| 10Y | +222.6% | +78.0% | +144.6% | +109.0% |
| All | +361.0% | +205.0% | +155.9% | +84.2% |
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