+73.1%
VSH vs NYT
+38.8%
+34.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.7% | +6.1% |
| 7D | +4.8% | -0.6% | +5.4% | +4.8% |
| 30D | -0.7% | +4.6% | -5.3% | -1.3% |
| 3M | -43.1% | -9.6% | -33.5% | -42.3% |
| 6M | +91.8% | -14.0% | +105.8% | +95.4% |
| YTD | +131.6% | -2.8% | +134.5% | +130.2% |
| 1Y | +118.1% | +15.6% | +102.5% | +109.4% |
| 3Y | +40.9% | +56.3% | -15.4% | +24.1% |
| All | +73.1% | +38.8% | +34.3% | +47.8% |
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