+319.9%
EAT vs NYT
+38.8%
+281.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.0% |
| 3M | +33.9% | -9.6% | +43.5% | +37.7% |
| 6M | +47.2% | -14.0% | +61.2% | +54.0% |
| YTD | +48.1% | -2.8% | +50.9% | +46.5% |
| 1Y | +33.7% | +15.6% | +18.1% | +22.4% |
| 3Y | +595.8% | +56.3% | +539.5% | +435.9% |
| All | +319.9% | +38.8% | +281.1% | +187.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling