+63.0%
BROS vs NYT
+56.2%
+6.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -5.8% | -0.6% | -5.2% | -5.6% |
| 30D | -14.0% | +4.6% | -18.5% | -15.0% |
| 3M | -32.5% | -9.6% | -22.9% | -31.1% |
| 6M | -14.9% | -14.0% | -0.9% | -11.7% |
| YTD | -28.3% | -2.8% | -25.4% | -28.2% |
| 1Y | -34.0% | +15.6% | -49.6% | -37.2% |
| 3Y | +63.0% | +56.3% | +6.6% | +23.8% |
| All | +63.0% | +56.2% | +6.7% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling