+67.7%
NYT vs VLTO
+26.2%
+41.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +0.3% | -1.6% | +1.9% | +0.8% |
| 30D | +7.0% | -2.9% | +9.8% | +7.9% |
| 3M | -7.9% | +12.7% | -20.6% | -11.6% |
| 6M | -15.0% | +1.6% | -16.6% | -15.6% |
| YTD | -1.3% | -4.0% | +2.7% | -0.2% |
| 1Y | +16.9% | -10.2% | +27.0% | +20.6% |
| All | +67.7% | +26.2% | +41.5% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling