+603.0%
EAT vs NYT
+55.5%
+547.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -6.2% | -0.7% | -5.5% | -6.0% |
| 30D | -3.0% | +4.5% | -7.5% | -4.0% |
| 3M | +45.6% | -8.5% | +54.2% | +47.8% |
| 6M | +53.5% | -15.1% | +68.6% | +58.9% |
| YTD | +49.6% | -3.3% | +52.9% | +48.7% |
| 1Y | +38.9% | +17.0% | +21.9% | +29.8% |
| All | +603.0% | +55.5% | +547.5% | +487.5% |
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