+367.4%
EAT vs NYT
+489.9%
-122.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -7.7% | -0.6% | -7.1% | -7.5% |
| 30D | -13.6% | +4.6% | -18.2% | -15.2% |
| 3M | +33.9% | -9.6% | +43.5% | +38.2% |
| 6M | +47.2% | -14.0% | +61.2% | +54.8% |
| YTD | +48.1% | -2.8% | +50.9% | +46.7% |
| 1Y | +33.7% | +15.6% | +18.1% | +22.1% |
| 3Y | +595.8% | +56.3% | +539.5% | +437.2% |
| 5Y | +314.4% | +39.5% | +274.9% | +224.2% |
| All | +367.4% | +489.9% | -122.5% | +137.4% |
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 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