+219.2%
VT vs SYY
+86.7%
+132.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -0.1% | +4.7% | -4.9% | -1.5% |
| 30D | -3.1% | -0.7% | -2.4% | -3.1% |
| 3M | -3.5% | -6.8% | +3.3% | -1.8% |
| 6M | +0.5% | +8.6% | -8.2% | -2.7% |
| YTD | +10.8% | +8.4% | +2.4% | +6.4% |
| 1Y | +11.9% | +7.1% | +4.8% | +7.8% |
| 3Y | +73.0% | +25.2% | +47.8% | +56.4% |
| 5Y | +58.6% | +13.0% | +45.7% | +47.4% |
| 10Y | +219.2% | +88.9% | +130.3% | +143.0% |
| All | +219.2% | +86.7% | +132.5% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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