+13.3%
VT vs NYT
+16.1%
-2.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | +2.4% | +6.5% | -4.2% | +2.2% |
| 30D | -1.5% | +8.4% | -9.9% | -1.7% |
| 3M | -4.1% | +13.9% | -18.1% | -4.5% |
| 6M | +0.6% | -4.8% | +5.4% | +0.7% |
| YTD | +11.0% | +6.2% | +4.9% | +11.1% |
| 1Y | +13.3% | +14.3% | -0.9% | +12.2% |
| All | +13.3% | +16.1% | -2.7% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling