+221.8%
VT vs NYT
+540.3%
-318.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | +2.4% | +6.5% | -4.2% | +0.9% |
| 30D | -1.5% | +8.4% | -9.9% | -3.4% |
| 3M | -4.1% | +13.9% | -18.1% | -7.3% |
| 6M | +0.6% | -4.8% | +5.4% | +0.8% |
| YTD | +11.0% | +6.2% | +4.9% | +7.9% |
| 1Y | +13.3% | +14.3% | -0.9% | +8.1% |
| 3Y | +73.4% | +73.6% | -0.2% | +46.7% |
| 5Y | +57.4% | +60.6% | -3.2% | +32.4% |
| All | +221.8% | +540.3% | -318.5% | +115.1% |
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