+1,208.7%
VST vs NYT
+508.0%
+700.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.6% | -0.6% | 0.0% | -0.5% |
| 30D | +1.2% | +4.6% | -3.4% | +0.2% |
| 3M | +1.5% | -9.6% | +11.1% | +3.0% |
| 6M | -6.5% | -14.0% | +7.5% | -4.3% |
| YTD | -7.8% | -2.8% | -4.9% | -8.3% |
| 1Y | -26.9% | +15.6% | -42.5% | -30.5% |
| 3Y | +353.9% | +56.3% | +297.6% | +296.1% |
| 5Y | +782.7% | +39.5% | +743.2% | +668.2% |
| All | +1,208.7% | +508.0% | +700.7% | +638.3% |
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