+1.2%
VTEB vs NYT
+48.5%
-47.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -0.1% |
| 7D | -1.0% | +4.5% | -5.5% | -1.0% |
| 30D | -2.4% | +8.6% | -11.0% | -2.6% |
| 3M | -2.9% | -3.8% | +0.9% | -2.9% |
| 6M | -2.2% | -10.8% | +8.6% | -2.1% |
| YTD | -1.5% | +2.2% | -3.7% | -1.6% |
| 1Y | +0.2% | +20.8% | -20.6% | -0.3% |
| 3Y | +8.6% | +68.0% | -59.4% | +7.1% |
| 5Y | +1.2% | +49.9% | -48.8% | -1.1% |
| All | +1.2% | +48.5% | -47.4% | -1.1% |
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 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