+377.4%
VT vs SYY
+377.9%
-0.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | +0.4% | -2.3% | +2.8% | +1.4% |
| 30D | +1.0% | -4.9% | +5.9% | +3.0% |
| 3M | +2.4% | +8.4% | -6.0% | -1.2% |
| 6M | +12.0% | -7.4% | +19.4% | +14.2% |
| YTD | +15.3% | +11.0% | +4.3% | +8.7% |
| 1Y | +22.6% | -0.2% | +22.8% | +20.4% |
| 3Y | +74.7% | +23.8% | +50.9% | +54.1% |
| 5Y | +66.1% | +18.1% | +48.0% | +47.5% |
| 10Y | +225.0% | +94.6% | +130.4% | +98.0% |
| All | +377.4% | +377.9% | -0.5% | +48.8% |
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 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