+309.8%
BE vs NYT
+17.8%
+292.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +7.0% |
| 7D | +9.0% | -0.6% | +9.6% | +8.5% |
| 30D | +16.3% | +4.6% | +11.7% | +19.9% |
| 3M | +10.8% | -9.6% | +20.4% | +7.0% |
| 6M | +73.2% | -14.0% | +87.2% | +67.7% |
| YTD | +217.4% | -2.8% | +220.2% | +268.3% |
| 1Y | +309.8% | +15.6% | +294.2% | +633.4% |
| All | +309.8% | +17.8% | +292.0% | +633.4% |
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 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