+428.7%
NYT vs VT
+357.8%
+70.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.1% |
| 7D | +9.0% | +2.9% | +6.1% | +6.1% |
| 30D | +6.8% | -2.5% | +9.4% | +9.3% |
| 3M | +12.1% | -3.3% | +15.5% | +15.4% |
| 6M | -7.7% | +1.5% | -9.3% | -10.1% |
| YTD | +4.2% | +11.4% | -7.2% | -7.7% |
| 1Y | +14.3% | +11.9% | +2.4% | +0.7% |
| 3Y | +69.8% | +73.9% | -4.1% | -5.0% |
| 5Y | +57.7% | +57.9% | -0.2% | -3.1% |
| 10Y | +538.7% | +222.6% | +316.1% | +79.5% |
| All | +428.7% | +357.8% | +70.8% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling