+248.1%
NYT vs VIG
+615.8%
-367.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.3% |
| 7D | -0.6% | -1.1% | +0.5% | +0.6% |
| 30D | +4.6% | -2.7% | +7.3% | +7.8% |
| 3M | -9.6% | +2.5% | -12.1% | -12.2% |
| 6M | -14.0% | +9.2% | -23.2% | -22.3% |
| YTD | -2.8% | +9.8% | -12.7% | -13.0% |
| 1Y | +15.6% | +12.4% | +3.2% | +0.6% |
| 3Y | +56.3% | +55.9% | +0.4% | -7.1% |
| 5Y | +39.5% | +63.9% | -24.4% | -22.4% |
| 10Y | +488.0% | +249.1% | +239.0% | +17.8% |
| All | +248.1% | +615.8% | -367.7% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling