+934.0%
BE vs NYT
+193.7%
+740.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +9.7% | -0.7% | +10.5% | +10.3% |
| 30D | +22.4% | +4.5% | +17.9% | +19.6% |
| 3M | +10.4% | -8.5% | +18.9% | +11.8% |
| 6M | +67.9% | -15.1% | +82.9% | +75.7% |
| YTD | +197.5% | -3.3% | +200.8% | +184.8% |
| 1Y | +310.6% | +17.0% | +293.6% | +239.3% |
| 3Y | +1,657.2% | +55.7% | +1,601.6% | +1,016.8% |
| 5Y | +1,218.2% | +38.9% | +1,179.3% | +786.7% |
| All | +934.0% | +193.7% | +740.3% | +301.3% |
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