-46.6%
VG vs NYT
+38.7%
-85.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.5% |
| 7D | +5.5% | +9.3% | -3.8% | +5.0% |
| 30D | -3.6% | +10.0% | -13.6% | -4.1% |
| 3M | -4.0% | +14.5% | -18.5% | -4.6% |
| 6M | +9.4% | -5.4% | +14.7% | +9.9% |
| YTD | +86.6% | +6.0% | +80.6% | +83.2% |
| 1Y | +69.5% | +16.7% | +52.8% | +62.5% |
| All | -46.6% | +38.7% | -85.3% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling