-7.7%
NYT vs VT
+1.6%
-9.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | +9.0% | +2.9% | +6.1% | +9.1% |
| 30D | +6.8% | -2.5% | +9.4% | +5.8% |
| 3M | +12.1% | -3.3% | +15.5% | +11.0% |
| 6M | -7.7% | +1.5% | -9.3% | -7.6% |
| All | -7.7% | +1.6% | -9.3% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling