+39.4%
NYT vs VT
+65.7%
-26.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.5% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | +2.8% | -0.7% | +3.4% | +3.2% |
| 3M | -9.2% | +4.0% | -13.2% | -12.1% |
| 6M | -17.1% | +12.3% | -29.4% | -24.5% |
| YTD | -3.2% | +14.0% | -17.3% | -13.2% |
| 1Y | +15.7% | +20.3% | -4.6% | -0.9% |
| 3Y | +55.7% | +75.4% | -19.7% | -5.2% |
| 5Y | +39.4% | +66.0% | -26.6% | -12.6% |
| All | +39.4% | +65.7% | -26.3% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling