+63.4%
VSH vs NYT
+16.5%
+46.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.1% | -5.3% |
| 7D | -13.6% | -3.9% | -9.8% | -14.4% |
| 30D | -30.4% | +4.3% | -34.6% | -29.8% |
| 3M | -33.3% | -11.7% | -21.5% | -33.8% |
| 6M | -15.1% | -14.4% | -0.6% | -13.6% |
| YTD | +80.2% | -3.0% | +83.3% | +82.6% |
| 1Y | +63.4% | +16.5% | +46.8% | +72.1% |
| All | +63.4% | +16.5% | +46.8% | +72.1% |
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