+360.5%
BE vs NYT
+15.2%
+345.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.0% | +7.6% |
| 7D | +20.0% | -1.3% | +21.3% | +18.9% |
| 30D | +7.9% | +2.7% | +5.2% | +9.9% |
| 3M | -13.2% | -10.3% | -2.9% | -16.4% |
| 6M | +53.5% | -16.6% | +70.0% | +43.5% |
| YTD | +191.0% | -2.3% | +193.3% | +239.4% |
| 1Y | +360.5% | +15.0% | +345.5% | +713.0% |
| All | +360.5% | +15.2% | +345.3% | +713.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling