-35.6%
ELAN vs NYT
+217.9%
-253.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | -5.4% | -0.6% | -4.8% | -5.2% |
| 30D | +4.7% | +4.6% | +0.1% | +3.1% |
| 3M | -3.7% | -9.6% | +5.9% | -1.1% |
| 6M | -1.2% | -14.0% | +12.8% | +3.5% |
| YTD | +2.4% | -2.8% | +5.2% | +2.5% |
| 1Y | +23.4% | +15.6% | +7.8% | +16.0% |
| 3Y | +96.7% | +56.3% | +40.4% | +61.5% |
| 5Y | -30.6% | +39.5% | -70.1% | -43.2% |
| All | -35.6% | +217.9% | -253.6% | -60.5% |
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