+247.4%
A vs NYT
+489.9%
-242.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | -0.9% | +4.6% | -5.5% | -2.0% |
| 3M | +13.6% | -9.6% | +23.2% | +15.7% |
| 6M | +27.8% | -14.0% | +41.8% | +31.5% |
| YTD | +8.6% | -2.8% | +11.5% | +7.9% |
| 1Y | +16.9% | +15.6% | +1.3% | +10.4% |
| 3Y | +32.9% | +56.3% | -23.4% | +13.4% |
| 5Y | -14.1% | +39.5% | -53.6% | -26.5% |
| All | +247.4% | +489.9% | -242.5% | +121.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling