+1,216.9%
VST vs NYT
+511.7%
+705.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | +8.9% | -1.3% | +10.2% | +9.2% |
| 30D | +6.2% | +2.7% | +3.5% | +5.6% |
| 3M | -2.7% | -10.3% | +7.6% | -1.1% |
| 6M | -8.4% | -16.6% | +8.2% | -5.5% |
| YTD | -7.2% | -2.3% | -4.9% | -7.9% |
| 1Y | -20.9% | +15.0% | -35.9% | -24.7% |
| 3Y | +384.0% | +57.1% | +326.8% | +321.8% |
| 5Y | +757.1% | +37.2% | +719.9% | +649.0% |
| All | +1,216.9% | +511.7% | +705.2% | +641.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling