+1,473.0%
EL vs NYT
+556.9%
+916.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -6.5% | -0.6% | -5.9% | -6.3% |
| 30D | +11.1% | +4.6% | +6.6% | +10.0% |
| 3M | +10.7% | -9.6% | +20.3% | +13.0% |
| 6M | +6.9% | -14.0% | +20.9% | +10.3% |
| YTD | -6.3% | -2.8% | -3.4% | -6.6% |
| 1Y | +13.5% | +15.6% | -2.1% | +8.2% |
| 3Y | -33.1% | +56.3% | -89.4% | -41.4% |
| 5Y | -68.8% | +39.5% | -108.3% | -72.3% |
| 10Y | +26.1% | +488.0% | -461.9% | -23.8% |
| All | +1,473.0% | +556.9% | +916.1% | +634.2% |
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 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