+228.2%
VT vs NYT
+465.6%
-237.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | -0.1% | -1.6% | +1.5% | +0.2% |
| 30D | -0.7% | +2.8% | -3.4% | -1.3% |
| 3M | +4.0% | -9.2% | +13.2% | +5.7% |
| 6M | +12.3% | -17.1% | +29.4% | +16.3% |
| YTD | +14.0% | -3.2% | +17.3% | +13.5% |
| 1Y | +20.3% | +15.7% | +4.6% | +14.4% |
| 3Y | +75.4% | +55.7% | +19.7% | +52.6% |
| 5Y | +66.0% | +39.4% | +26.6% | +44.3% |
| 10Y | +228.2% | +485.6% | -257.4% | +125.8% |
| All | +228.2% | +465.6% | -237.4% | +125.8% |
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