-34.9%
VST vs NYT
+16.5%
-51.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.9% | -12.9% | -13.9% |
| 7D | -15.7% | -3.9% | -11.8% | -16.2% |
| 30D | -17.0% | +4.3% | -21.3% | -16.6% |
| 3M | -15.9% | -11.7% | -4.1% | -17.1% |
| 6M | -25.0% | -14.4% | -10.6% | -25.2% |
| YTD | -25.1% | -3.0% | -22.1% | -21.2% |
| 1Y | -34.9% | +16.5% | -51.4% | -22.0% |
| All | -34.9% | +16.5% | -51.4% | -22.0% |
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