+66.6%
VT vs NYT
+40.3%
+26.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | -0.2% | +7.0% | -7.2% | -1.7% |
| 3M | +4.5% | -7.9% | +12.4% | +5.8% |
| 6M | +14.1% | -15.0% | +29.1% | +17.3% |
| YTD | +14.8% | -1.3% | +16.0% | +13.6% |
| 1Y | +21.2% | +16.9% | +4.3% | +15.0% |
| 3Y | +76.6% | +58.9% | +17.7% | +51.9% |
| 5Y | +66.6% | +40.9% | +25.7% | +34.9% |
| All | +66.6% | +40.3% | +26.2% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling