+715.9%
VTV vs NYT
+83.2%
+632.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.6% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -1.0% | +4.6% | -5.6% | -2.1% |
| 3M | +4.6% | -9.6% | +14.2% | +6.6% |
| 6M | +13.5% | -14.0% | +27.5% | +16.7% |
| YTD | +18.5% | -2.8% | +21.3% | +18.0% |
| 1Y | +22.9% | +15.6% | +7.3% | +17.0% |
| 3Y | +67.8% | +56.3% | +11.5% | +46.1% |
| 5Y | +81.8% | +39.5% | +42.3% | +58.7% |
| 10Y | +233.0% | +488.0% | -255.0% | +91.2% |
| All | +715.9% | +83.2% | +632.8% | +415.5% |
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