-42.9%
NYC vs VT
+112.9%
-155.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.3% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | +3.7% | -3.1% | +6.8% | +6.1% |
| 3M | -28.7% | -3.5% | -25.2% | -26.7% |
| 6M | -26.3% | +0.5% | -26.7% | -27.0% |
| YTD | -29.2% | +10.8% | -40.0% | -36.3% |
| 1Y | -24.6% | +11.9% | -36.5% | -32.9% |
| 3Y | -26.6% | +73.0% | -99.6% | -60.2% |
| 5Y | -14.6% | +58.6% | -73.2% | -52.9% |
| All | -42.9% | +112.9% | -155.8% | -73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling