+1,003.0%
BE vs NYT
+195.1%
+807.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.4% |
| 7D | +9.0% | -0.6% | +9.6% | +9.5% |
| 30D | +16.3% | +4.6% | +11.7% | +13.5% |
| 3M | +10.8% | -9.6% | +20.4% | +13.0% |
| 6M | +73.2% | -14.0% | +87.2% | +80.1% |
| YTD | +217.4% | -2.8% | +220.2% | +203.1% |
| 1Y | +309.8% | +15.6% | +294.2% | +241.5% |
| 3Y | +1,726.2% | +56.3% | +1,669.8% | +1,058.2% |
| 5Y | +1,306.2% | +39.5% | +1,266.7% | +843.6% |
| All | +1,003.0% | +195.1% | +807.9% | +327.1% |
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