+219.8%
VT vs SYY
+92.1%
+127.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.0% |
| 7D | +0.4% | -4.1% | +4.5% | +1.4% |
| 30D | -2.6% | +0.3% | -2.9% | -2.9% |
| 3M | -3.2% | -6.3% | +3.1% | -1.7% |
| 6M | +0.9% | +9.7% | -8.7% | -2.5% |
| YTD | +11.3% | +9.4% | +1.9% | +6.6% |
| 1Y | +14.0% | +7.3% | +6.7% | +9.8% |
| 3Y | +75.8% | +27.6% | +48.2% | +58.1% |
| 5Y | +57.8% | +12.5% | +45.3% | +46.8% |
| 10Y | +219.8% | +87.4% | +132.4% | +144.8% |
| All | +219.8% | +92.1% | +127.7% | +144.8% |
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