+1,179.1%
VST vs NYT
+528.4%
+650.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | +19.2% | +9.0% | +10.2% | +17.1% |
| 30D | -17.2% | +6.8% | -24.0% | -18.3% |
| 3M | -8.1% | +12.1% | -20.3% | -10.6% |
| 6M | -8.1% | -7.7% | -0.4% | -7.4% |
| YTD | -16.3% | +4.2% | -20.4% | -18.2% |
| 1Y | -24.1% | +14.3% | -38.5% | -27.6% |
| 3Y | +300.2% | +69.8% | +230.4% | +242.5% |
| 5Y | +645.9% | +57.7% | +588.2% | +531.8% |
| All | +1,179.1% | +528.4% | +650.7% | +632.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling