+89.6%
VRT vs NYT
+17.8%
+71.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.7% |
| 7D | -8.4% | -0.6% | -7.8% | -8.6% |
| 30D | -10.9% | +4.6% | -15.4% | -9.6% |
| 3M | -13.7% | -9.6% | -4.1% | -14.7% |
| 6M | -4.1% | -14.0% | +9.9% | -3.7% |
| YTD | +58.7% | -2.8% | +61.6% | +73.2% |
| 1Y | +89.6% | +15.6% | +74.0% | +158.1% |
| All | +89.6% | +17.8% | +71.8% | +158.1% |
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