+1,075.1%
VST vs NYT
+564.3%
+510.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.5% |
| 7D | +6.6% | +6.5% | +0.1% | +5.2% |
| 30D | -12.4% | +8.4% | -20.8% | -13.8% |
| 3M | -9.0% | +13.9% | -22.9% | -11.7% |
| 6M | -6.4% | -4.8% | -1.6% | -6.3% |
| YTD | -17.2% | +6.2% | -23.3% | -19.4% |
| 1Y | -22.0% | +14.3% | -36.3% | -25.5% |
| 3Y | +296.7% | +73.6% | +223.1% | +237.9% |
| 5Y | +637.6% | +60.6% | +576.9% | +522.3% |
| 10Y | +1,138.2% | +550.8% | +587.4% | +619.7% |
| All | +1,075.1% | +564.3% | +510.8% | +548.9% |
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