+540.3%
NYT vs VT
+221.8%
+318.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +6.5% | +2.4% | +4.2% | +4.7% |
| 30D | +8.4% | -1.5% | +9.9% | +9.6% |
| 3M | +13.9% | -4.1% | +18.1% | +17.3% |
| 6M | -4.8% | +0.6% | -5.4% | -6.0% |
| YTD | +6.2% | +11.0% | -4.9% | -3.3% |
| 1Y | +14.3% | +13.3% | +0.9% | +2.3% |
| 3Y | +73.6% | +73.4% | +0.2% | +8.6% |
| 5Y | +60.6% | +57.4% | +3.2% | +8.4% |
| All | +540.3% | +221.8% | +318.6% | +131.7% |
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