-44.0%
NYC vs VT
+113.9%
-157.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -4.6% |
| 7D | -3.3% | +0.4% | -3.6% | -3.6% |
| 30D | +1.8% | -2.6% | +4.4% | +3.8% |
| 3M | -33.9% | -3.2% | -30.7% | -32.3% |
| 6M | -27.6% | +0.9% | -28.6% | -28.7% |
| YTD | -30.5% | +11.3% | -41.8% | -37.7% |
| 1Y | -26.6% | +14.0% | -40.6% | -35.8% |
| 3Y | -29.8% | +75.8% | -105.6% | -62.6% |
| 5Y | -16.7% | +57.8% | -74.6% | -53.9% |
| All | -44.0% | +113.9% | -157.9% | -74.4% |
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