+89.1%
NYT vs ITOT
+887.7%
-798.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | -0.4% |
| 7D | -0.6% | -0.9% | +0.3% | +0.3% |
| 30D | +4.6% | -1.5% | +6.0% | +6.0% |
| 3M | -9.6% | +3.6% | -13.1% | -13.0% |
| 6M | -14.0% | +13.7% | -27.7% | -25.0% |
| YTD | -2.8% | +12.9% | -15.8% | -14.9% |
| 1Y | +15.6% | +17.2% | -1.6% | -2.9% |
| 3Y | +56.3% | +75.6% | -19.3% | -15.4% |
| 5Y | +39.5% | +75.5% | -36.0% | -25.3% |
| 10Y | +488.0% | +302.0% | +186.1% | +16.6% |
| All | +89.1% | +887.7% | -798.6% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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