+977.6%
VRT vs NYT
+38.8%
+938.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.4% |
| 7D | -8.4% | -0.6% | -7.8% | -8.1% |
| 30D | -10.9% | +4.6% | -15.4% | -12.3% |
| 3M | -13.7% | -9.6% | -4.1% | -12.2% |
| 6M | -4.1% | -14.0% | +9.9% | -0.6% |
| YTD | +58.7% | -2.8% | +61.6% | +55.0% |
| 1Y | +89.6% | +15.6% | +74.0% | +68.9% |
| 3Y | +558.1% | +56.3% | +501.8% | +370.2% |
| All | +977.6% | +38.8% | +938.8% | +596.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling