+754.0%
VFC vs NYT
+754.7%
-0.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.6% |
| 7D | -2.3% | -1.6% | -0.7% | -1.9% |
| 30D | -13.4% | +2.8% | -16.1% | -14.1% |
| 3M | -23.7% | -9.2% | -14.5% | -22.0% |
| 6M | -24.5% | -17.1% | -7.4% | -20.8% |
| YTD | -27.8% | -3.2% | -24.6% | -27.8% |
| 1Y | -13.5% | +15.7% | -29.2% | -17.9% |
| 3Y | -27.1% | +55.7% | -82.8% | -36.6% |
| 5Y | -79.0% | +39.4% | -118.4% | -81.5% |
| 10Y | -68.7% | +485.6% | -554.3% | -81.8% |
| All | +754.0% | +754.7% | -0.7% | +291.2% |
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