+481.9%
NYT vs VIG
+250.0%
+231.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.1% |
| 7D | -0.6% | -1.1% | +0.5% | +0.2% |
| 30D | +4.6% | -2.7% | +7.3% | +6.8% |
| 3M | -9.6% | +2.5% | -12.1% | -11.4% |
| 6M | -14.0% | +9.2% | -23.2% | -19.8% |
| YTD | -2.8% | +9.8% | -12.7% | -10.0% |
| 1Y | +15.6% | +12.4% | +3.2% | +5.0% |
| 3Y | +56.3% | +55.9% | +0.4% | +9.2% |
| 5Y | +39.5% | +63.9% | -24.4% | -6.3% |
| All | +481.9% | +250.0% | +231.9% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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