-9.5%
VMC vs NYT
+15.2%
-24.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -4.3% | -1.3% | -3.0% | -4.2% |
| 30D | -8.2% | +2.7% | -11.0% | -8.5% |
| 3M | -7.0% | -10.3% | +3.3% | -6.2% |
| 6M | -10.8% | -16.6% | +5.8% | -9.6% |
| YTD | -7.4% | -2.3% | -5.1% | -5.7% |
| 1Y | -9.5% | +15.0% | -24.5% | -8.4% |
| All | -9.5% | +15.2% | -24.7% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling