+15.0%
NYT vs VO
+15.8%
-0.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +2.7% | -0.3% | +3.1% | +2.8% |
| 3M | -10.3% | +2.9% | -13.3% | -10.9% |
| 6M | -16.6% | +9.3% | -25.9% | -18.6% |
| YTD | -2.3% | +14.2% | -16.5% | -5.2% |
| 1Y | +15.0% | +15.3% | -0.2% | +10.2% |
| All | +15.0% | +15.8% | -0.8% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling