+81.6%
NYT vs VO
+806.0%
-724.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.8% |
| 7D | -0.7% | -2.5% | +1.8% | +1.7% |
| 30D | +4.5% | -3.2% | +7.7% | +7.7% |
| 3M | -8.5% | +3.9% | -12.4% | -12.1% |
| 6M | -15.1% | +9.6% | -24.7% | -22.7% |
| YTD | -3.3% | +11.6% | -14.9% | -13.7% |
| 1Y | +17.0% | +12.6% | +4.4% | +3.2% |
| 3Y | +55.7% | +55.4% | +0.3% | -1.5% |
| 5Y | +38.9% | +41.8% | -3.0% | -4.7% |
| 10Y | +485.3% | +196.4% | +288.9% | +76.3% |
| All | +81.6% | +806.0% | -724.4% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling