-36.9%
NYC vs VT
+119.1%
-156.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +4.0% |
| 7D | +6.2% | -0.1% | +6.4% | +6.3% |
| 30D | -21.1% | -0.7% | -20.5% | -20.7% |
| 3M | -27.8% | +4.0% | -31.8% | -30.4% |
| 6M | -22.9% | +12.3% | -35.2% | -30.9% |
| YTD | -21.7% | +14.0% | -35.7% | -31.0% |
| 1Y | -32.2% | +20.3% | -52.5% | -43.4% |
| 3Y | -3.5% | +75.4% | -79.0% | -48.0% |
| 5Y | -8.2% | +66.0% | -74.1% | -50.9% |
| All | -36.9% | +119.1% | -156.0% | -71.7% |
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