+752.0%
NYT vs VCLT
+100.6%
+651.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -0.6% | -1.4% | +0.8% | -0.5% |
| 30D | +4.6% | -1.2% | +5.8% | +4.6% |
| 3M | -9.6% | -4.8% | -4.8% | -9.4% |
| 6M | -14.0% | -2.6% | -11.4% | -13.9% |
| YTD | -2.8% | -3.3% | +0.5% | -2.7% |
| 1Y | +15.6% | -4.8% | +20.4% | +15.9% |
| 3Y | +56.3% | +11.5% | +44.8% | +56.0% |
| 5Y | +39.5% | -17.0% | +56.5% | +32.5% |
| 10Y | +488.0% | +16.7% | +471.3% | +555.5% |
| All | +752.0% | +100.6% | +651.4% | +1,519.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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