+321.7%
VWO vs NYT
+141.0%
+180.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.8% | -0.6% | -1.2% | -1.6% |
| 30D | -0.1% | +4.6% | -4.7% | -1.4% |
| 3M | +2.2% | -9.6% | +11.8% | +4.4% |
| 6M | +8.8% | -14.0% | +22.8% | +12.3% |
| YTD | +12.4% | -2.8% | +15.2% | +11.8% |
| 1Y | +15.6% | +15.6% | 0.0% | +9.2% |
| 3Y | +62.5% | +56.3% | +6.2% | +38.3% |
| 5Y | +34.3% | +39.5% | -5.2% | +14.6% |
| 10Y | +114.8% | +488.0% | -373.2% | +11.7% |
| All | +321.7% | +141.0% | +180.6% | +135.4% |
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