+240.7%
NYT vs VYM
+488.1%
-247.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.3% |
| 7D | -0.6% | -0.8% | +0.2% | +0.3% |
| 30D | +4.6% | -2.2% | +6.8% | +7.1% |
| 3M | -9.6% | +3.1% | -12.7% | -12.6% |
| 6M | -14.0% | +9.7% | -23.7% | -22.5% |
| YTD | -2.8% | +14.9% | -17.7% | -16.9% |
| 1Y | +15.6% | +17.6% | -2.0% | -3.8% |
| 3Y | +56.3% | +65.3% | -9.0% | -11.6% |
| 5Y | +39.5% | +78.7% | -39.2% | -28.2% |
| 10Y | +488.0% | +208.2% | +279.8% | +44.9% |
| All | +240.7% | +488.1% | -247.4% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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