+566.9%
VTRS vs NYT
+758.3%
-191.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | +3.3% | +4.6% | -1.3% | +2.3% |
| 3M | +2.0% | -9.6% | +11.6% | +3.8% |
| 6M | +19.9% | -14.0% | +33.9% | +23.1% |
| YTD | +35.7% | -2.8% | +38.6% | +35.4% |
| 1Y | +68.1% | +15.6% | +52.5% | +61.3% |
| 3Y | +87.1% | +56.3% | +30.8% | +65.5% |
| 5Y | +47.6% | +39.5% | +8.1% | +31.3% |
| 10Y | -48.2% | +488.0% | -536.2% | -67.7% |
| All | +566.9% | +758.3% | -191.4% | +206.8% |
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