+1,476.2%
VTR vs NYT
+335.2%
+1,141.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | +1.1% | +4.6% | -3.5% | -0.2% |
| 3M | +7.9% | -9.6% | +17.5% | +10.3% |
| 6M | +6.2% | -14.0% | +20.2% | +9.7% |
| YTD | +17.7% | -2.8% | +20.6% | +17.0% |
| 1Y | +32.9% | +15.6% | +17.3% | +25.3% |
| 3Y | +129.7% | +56.3% | +73.4% | +94.0% |
| 5Y | +89.3% | +39.5% | +49.8% | +60.6% |
| 10Y | +99.1% | +488.0% | -388.9% | +4.2% |
| All | +1,476.2% | +335.2% | +1,141.0% | +439.2% |
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 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