+535.3%
VRT vs NYT
+55.5%
+479.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -7.7% | -0.7% | -7.0% | -7.6% |
| 30D | -12.0% | +4.5% | -16.4% | -12.2% |
| 3M | -11.7% | -8.5% | -3.2% | -11.6% |
| 6M | -8.1% | -15.1% | +7.0% | -6.5% |
| YTD | +53.2% | -3.3% | +56.5% | +51.8% |
| 1Y | +81.7% | +17.0% | +64.7% | +71.9% |
| All | +535.3% | +55.5% | +479.8% | +414.9% |
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