+64.3%
NYT vs VLTO
+23.4%
+40.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -0.7% | -4.5% | +3.8% | +0.8% |
| 30D | +4.5% | -4.6% | +9.1% | +6.0% |
| 3M | -8.5% | +13.3% | -21.8% | -12.3% |
| 6M | -15.1% | +2.1% | -17.2% | -15.9% |
| YTD | -3.3% | -6.1% | +2.8% | -1.5% |
| 1Y | +17.0% | -11.4% | +28.4% | +21.3% |
| All | +64.3% | +23.4% | +40.9% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 5y: compounded portfolio wealth divided by compounded VLTO 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…
5y analysis · Full analysis span regression · 6 months rolling