+321.7%
VWO vs SYY
+353.7%
-32.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -1.8% | +3.9% | -5.7% | -3.4% |
| 30D | -0.1% | -1.7% | +1.6% | +0.6% |
| 3M | +2.2% | +5.2% | -2.9% | -0.2% |
| 6M | +8.8% | -0.2% | +8.9% | +7.5% |
| YTD | +12.4% | +15.4% | -3.0% | +3.8% |
| 1Y | +15.6% | +5.6% | +10.0% | +10.6% |
| 3Y | +62.5% | +28.9% | +33.7% | +39.7% |
| 5Y | +34.3% | +24.1% | +10.2% | +14.6% |
| 10Y | +114.8% | +116.2% | -1.5% | +12.4% |
| All | +321.7% | +353.7% | -32.0% | +16.2% |
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