+7.4%
EL vs NYT
-16.3%
+23.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.4% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | +13.7% | +2.8% | +10.9% | +13.1% |
| 3M | +14.5% | -9.2% | +23.7% | +15.5% |
| 6M | +7.4% | -17.1% | +24.5% | +7.0% |
| All | +7.4% | -16.3% | +23.7% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling