-38.8%
NYC vs VT
+121.7%
-160.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.4% | +0.4% | 0.0% | +0.1% |
| 30D | -28.4% | +1.0% | -29.4% | -29.0% |
| 3M | -26.8% | +2.4% | -29.2% | -28.4% |
| 6M | -27.5% | +12.0% | -39.5% | -34.8% |
| YTD | -24.1% | +15.3% | -39.5% | -33.8% |
| 1Y | -39.2% | +22.6% | -61.8% | -50.1% |
| 3Y | -5.8% | +74.7% | -80.5% | -48.7% |
| 5Y | -14.3% | +66.1% | -80.5% | -54.3% |
| All | -38.8% | +121.7% | -160.5% | -72.8% |
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 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