+35.6%
NVYY vs VT
+35.9%
-0.2%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.0% | +0.4% | +0.6% | +0.6% |
| 30D | +0.8% | +1.0% | -0.1% | 0.0% |
| 3M | -2.3% | +2.4% | -4.7% | -4.3% |
| 6M | +3.2% | +12.0% | -8.8% | -7.8% |
| YTD | +3.1% | +15.3% | -12.3% | -11.1% |
| 1Y | +5.4% | +22.6% | -17.2% | -14.5% |
| All | +35.6% | +35.9% | -0.2% | +0.4% |
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