+258.5%
BN vs NYT
+489.9%
-231.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.3% |
| 7D | -5.2% | -0.6% | -4.6% | -5.0% |
| 30D | -14.5% | +4.6% | -19.1% | -15.7% |
| 3M | -15.0% | -9.6% | -5.4% | -12.8% |
| 6M | -5.4% | -14.0% | +8.6% | -1.8% |
| YTD | -16.4% | -2.8% | -13.6% | -16.9% |
| 1Y | -16.2% | +15.6% | -31.8% | -21.7% |
| 3Y | +67.5% | +56.3% | +11.2% | +39.2% |
| 5Y | +34.1% | +39.5% | -5.4% | +11.7% |
| All | +258.5% | +489.9% | -231.5% | +156.0% |
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 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