+13.8%
VRT vs NYT
+16.5%
-2.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.9% | -12.0% | -13.2% |
| 7D | -15.4% | -3.9% | -11.5% | -16.4% |
| 30D | -19.0% | +4.3% | -23.2% | -18.1% |
| 3M | -23.8% | -11.7% | -12.1% | -25.6% |
| 6M | -37.9% | -14.4% | -23.4% | -37.6% |
| YTD | +27.0% | -3.0% | +30.0% | +36.4% |
| 1Y | +13.8% | +16.5% | -2.7% | +44.7% |
| All | +13.8% | +16.5% | -2.7% | +44.7% |
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 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