-44.1%
VG vs NYT
+36.3%
-80.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +4.8% |
| 7D | +15.1% | +9.0% | +6.1% | +14.6% |
| 30D | -4.2% | +6.8% | -11.0% | -4.6% |
| 3M | -3.1% | +12.1% | -15.2% | -3.6% |
| 6M | +0.3% | -7.7% | +8.1% | +0.9% |
| YTD | +95.5% | +4.2% | +91.3% | +92.0% |
| 1Y | +64.4% | +14.3% | +50.1% | +57.9% |
| All | -44.1% | +36.3% | -80.4% | -52.7% |
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