-68.5%
VFC vs NYT
+489.9%
-558.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.2% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -9.0% | +4.6% | -13.6% | -10.6% |
| 3M | -24.2% | -9.6% | -14.6% | -21.9% |
| 6M | -18.5% | -14.0% | -4.5% | -14.4% |
| YTD | -25.9% | -2.8% | -23.0% | -26.1% |
| 1Y | -13.0% | +15.6% | -28.6% | -19.5% |
| 3Y | -20.3% | +56.3% | -76.6% | -35.2% |
| 5Y | -78.1% | +39.5% | -117.6% | -82.1% |
| All | -68.5% | +489.9% | -558.5% | -81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling