+360.8%
VT vs NYT
+430.6%
-69.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.0% | +1.2% |
| 7D | +0.4% | +3.2% | -2.8% | -0.5% |
| 30D | -2.6% | +8.8% | -11.4% | -4.7% |
| 3M | -3.2% | +14.0% | -17.2% | -6.8% |
| 6M | +0.9% | -8.5% | +9.4% | +2.1% |
| YTD | +11.3% | +5.2% | +6.1% | +8.2% |
| 1Y | +14.0% | +19.1% | -5.1% | +7.3% |
| 3Y | +75.8% | +73.3% | +2.5% | +48.0% |
| 5Y | +57.8% | +55.7% | +2.2% | +33.6% |
| 10Y | +219.8% | +587.1% | -367.3% | +74.9% |
| All | +360.8% | +430.6% | -69.8% | +132.8% |
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 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