+6,125.7%
EFX vs NYT
+754.3%
+5,371.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -11.1% | -0.7% | -10.4% | -11.0% |
| 30D | -7.4% | +4.5% | -11.8% | -8.4% |
| 3M | +1.5% | -8.5% | +10.0% | +3.5% |
| 6M | -13.7% | -15.1% | +1.4% | -10.5% |
| YTD | -21.9% | -3.3% | -18.6% | -21.6% |
| 1Y | -30.8% | +17.0% | -47.8% | -33.8% |
| 3Y | -12.4% | +55.7% | -68.0% | -22.7% |
| 5Y | -35.9% | +38.9% | -74.8% | -42.8% |
| 10Y | +41.0% | +485.3% | -444.3% | -15.2% |
| All | +6,125.7% | +754.3% | +5,371.3% | +2,759.8% |
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