+59.8%
NYT vs VT
+59.8%
0.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.6% |
| 7D | +9.3% | -0.7% | +10.0% | +9.8% |
| 30D | +10.0% | -1.7% | +11.8% | +11.3% |
| 3M | +14.5% | -2.3% | +16.8% | +16.1% |
| 6M | -5.4% | +1.5% | -6.9% | -7.1% |
| YTD | +6.0% | +12.0% | -6.1% | -3.9% |
| 1Y | +16.7% | +12.9% | +3.9% | +5.1% |
| 3Y | +72.7% | +74.9% | -2.2% | +4.6% |
| 5Y | +59.8% | +59.9% | -0.1% | +2.1% |
| All | +59.8% | +59.8% | 0.0% | +2.1% |
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