+33.7%
EAT vs NYT
+17.8%
+15.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -7.7% | -0.6% | -7.1% | -7.6% |
| 30D | -13.6% | +4.6% | -18.2% | -14.0% |
| 3M | +33.9% | -9.6% | +43.5% | +34.5% |
| 6M | +47.2% | -14.0% | +61.2% | +49.8% |
| YTD | +48.1% | -2.8% | +50.9% | +50.4% |
| 1Y | +33.7% | +15.6% | +18.1% | +28.8% |
| All | +33.7% | +17.8% | +15.9% | +28.8% |
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 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