+715.9%
VTV vs SNY
+191.0%
+525.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.1% | -3.3% | +2.2% | +0.2% |
| 30D | -1.0% | -2.2% | +1.1% | -0.2% |
| 3M | +4.6% | -3.0% | +7.7% | +5.6% |
| 6M | +13.5% | +2.7% | +10.8% | +11.7% |
| YTD | +18.5% | -6.8% | +25.3% | +20.9% |
| 1Y | +22.9% | -5.3% | +28.2% | +24.1% |
| 3Y | +67.8% | -9.8% | +77.6% | +66.8% |
| 5Y | +81.8% | +9.7% | +72.2% | +61.9% |
| 10Y | +233.0% | +64.5% | +168.5% | +139.6% |
| All | +715.9% | +191.0% | +525.0% | +316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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