+348.0%
VT vs SYY
+349.2%
-1.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.2% |
| 7D | -4.2% | -8.8% | +4.7% | -0.9% |
| 30D | -5.8% | -2.9% | -2.9% | -5.1% |
| 3M | -5.2% | -10.7% | +5.4% | -1.4% |
| 6M | +0.1% | +4.0% | -3.8% | -2.4% |
| YTD | +8.2% | +4.3% | +3.9% | +4.0% |
| 1Y | +10.1% | +5.0% | +5.1% | +5.4% |
| 3Y | +69.7% | +21.1% | +48.6% | +50.2% |
| 5Y | +53.4% | +5.0% | +48.4% | +42.5% |
| 10Y | +219.2% | +101.4% | +117.8% | +86.7% |
| All | +348.0% | +349.2% | -1.2% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling