+169.7%
VEA vs NYT
+254.8%
-85.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -0.8% | +4.6% | -5.4% | -1.9% |
| 3M | +2.5% | -9.6% | +12.1% | +4.4% |
| 6M | +11.1% | -14.0% | +25.1% | +14.3% |
| YTD | +17.2% | -2.8% | +20.0% | +16.6% |
| 1Y | +24.5% | +15.6% | +8.9% | +18.4% |
| 3Y | +75.4% | +56.3% | +19.1% | +52.2% |
| 5Y | +61.1% | +39.5% | +21.6% | +40.3% |
| 10Y | +163.1% | +488.0% | -324.9% | +49.1% |
| All | +169.7% | +254.8% | -85.1% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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