+479.3%
NYT vs VT
+226.9%
+252.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.6% |
| 7D | -0.7% | -2.0% | +1.3% | +0.8% |
| 30D | +4.5% | -1.4% | +5.9% | +5.6% |
| 3M | -8.5% | +4.7% | -13.3% | -12.0% |
| 6M | -15.1% | +11.4% | -26.4% | -22.4% |
| YTD | -3.3% | +13.1% | -16.3% | -12.9% |
| 1Y | +17.0% | +19.0% | -2.0% | +0.9% |
| 3Y | +55.7% | +73.9% | -18.3% | -2.4% |
| 5Y | +38.9% | +65.4% | -26.5% | -9.5% |
| All | +479.3% | +226.9% | +252.4% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling