+73.6%
VTI vs SYK
+3.4%
+70.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | +0.1% |
| 7D | -2.0% | -12.3% | +10.3% | +2.6% |
| 30D | -1.9% | -22.4% | +20.5% | +7.3% |
| 3M | +4.5% | -12.3% | +16.9% | +8.1% |
| 6M | +12.6% | -24.3% | +36.9% | +23.5% |
| YTD | +12.0% | -22.8% | +34.8% | +21.4% |
| 1Y | +17.3% | -28.8% | +46.1% | +31.7% |
| 3Y | +75.3% | -4.0% | +79.3% | +68.6% |
| All | +73.6% | +3.4% | +70.2% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 5y: compounded portfolio wealth divided by compounded SYK 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…
5y analysis · Full analysis span regression · 6 months rolling