+15.6%
NYT vs VO
+13.3%
+2.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -0.6% | -1.5% | +0.9% | -0.3% |
| 30D | +4.6% | -3.0% | +7.6% | +5.2% |
| 3M | -9.6% | +2.8% | -12.4% | -10.1% |
| 6M | -14.0% | +10.9% | -24.9% | -16.0% |
| YTD | -2.8% | +12.5% | -15.3% | -5.2% |
| 1Y | +15.6% | +12.0% | +3.6% | +12.1% |
| All | +15.6% | +13.3% | +2.3% | +12.1% |
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