+10,801.2%
EAT vs NYT
+754.7%
+10,046.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.6% |
| 7D | -6.8% | -1.6% | -5.2% | -6.3% |
| 30D | -5.4% | +2.8% | -8.2% | -6.2% |
| 3M | +42.8% | -9.2% | +52.0% | +46.2% |
| 6M | +56.5% | -17.1% | +73.6% | +64.5% |
| YTD | +50.0% | -3.2% | +53.3% | +49.6% |
| 1Y | +38.3% | +15.7% | +22.6% | +29.9% |
| 3Y | +591.6% | +55.7% | +535.9% | +481.8% |
| 5Y | +312.6% | +39.4% | +273.3% | +253.8% |
| 10Y | +381.4% | +485.6% | -104.1% | +164.3% |
| All | +10,801.2% | +754.7% | +10,046.5% | +4,259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling