+24.4%
EL vs NYT
+489.9%
-465.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -6.5% | -0.6% | -5.9% | -6.3% |
| 30D | +11.1% | +4.6% | +6.6% | +9.8% |
| 3M | +10.7% | -9.6% | +20.3% | +13.4% |
| 6M | +6.9% | -14.0% | +20.9% | +10.8% |
| YTD | -6.3% | -2.8% | -3.4% | -6.8% |
| 1Y | +13.5% | +15.6% | -2.1% | +6.9% |
| 3Y | -33.1% | +56.3% | -89.4% | -43.3% |
| 5Y | -68.8% | +39.5% | -108.3% | -73.5% |
| All | +24.4% | +489.9% | -465.5% | -21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling