+2,545.5%
VRT vs NYT
+191.4%
+2,354.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.0% | -7.6% | -8.9% |
| 7D | +2.4% | -1.6% | +4.0% | +3.1% |
| 30D | -2.7% | +2.8% | -5.4% | -3.7% |
| 3M | -9.2% | -9.2% | 0.0% | -7.7% |
| 6M | -0.5% | -17.1% | +16.6% | +4.5% |
| YTD | +62.3% | -3.2% | +65.6% | +59.6% |
| 1Y | +109.6% | +15.7% | +93.9% | +89.9% |
| 3Y | +573.1% | +55.7% | +517.3% | +418.9% |
| 5Y | +953.6% | +39.4% | +914.3% | +712.6% |
| All | +2,545.5% | +191.4% | +2,354.1% | +1,588.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling