+77.2%
NNY vs VT
+346.0%
-268.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.4% | -2.3% | +2.7% | +0.6% |
| 30D | +1.3% | -5.0% | +6.2% | +1.9% |
| 3M | -2.3% | -4.9% | +2.6% | -1.8% |
| 6M | -4.6% | -1.5% | -3.1% | -4.5% |
| YTD | -3.6% | +8.5% | -12.1% | -4.6% |
| 1Y | -2.5% | +11.4% | -13.9% | -3.7% |
| 3Y | +16.2% | +70.1% | -53.8% | +9.3% |
| 5Y | -4.6% | +53.7% | -58.3% | -9.6% |
| 10Y | +15.7% | +220.0% | -204.3% | +1.5% |
| All | +77.2% | +346.0% | -268.8% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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