+363.8%
VT vs SNY
+204.8%
+159.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.7% | +2.0% | -2.7% | -1.5% |
| 30D | -1.7% | +21.9% | -23.6% | -10.2% |
| 3M | -2.3% | +11.2% | -13.5% | -7.1% |
| 6M | +1.5% | +14.0% | -12.4% | -5.1% |
| YTD | +12.0% | +5.5% | +6.6% | +8.0% |
| 1Y | +12.9% | -1.1% | +14.0% | +12.0% |
| 3Y | +74.9% | +21.2% | +53.8% | +52.4% |
| 5Y | +59.9% | +16.4% | +43.5% | +35.8% |
| 10Y | +224.6% | +77.9% | +146.7% | +110.3% |
| All | +363.8% | +204.8% | +159.0% | +85.3% |
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