+363.8%
VT vs NYT
+434.5%
-70.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -0.7% | +9.3% | -10.0% | -2.9% |
| 30D | -1.7% | +10.0% | -11.8% | -4.2% |
| 3M | -2.3% | +14.5% | -16.8% | -5.9% |
| 6M | +1.5% | -5.4% | +6.9% | +1.9% |
| YTD | +12.0% | +6.0% | +6.1% | +8.7% |
| 1Y | +12.9% | +16.7% | -3.9% | +6.8% |
| 3Y | +74.9% | +72.7% | +2.2% | +47.4% |
| 5Y | +59.9% | +59.8% | +0.1% | +34.4% |
| 10Y | +224.6% | +549.8% | -325.2% | +80.2% |
| All | +363.8% | +434.5% | -70.7% | +133.9% |
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