-18.0%
ELF vs NYT
+15.2%
-33.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | +5.4% | -1.3% | +6.6% | +5.3% |
| 30D | +27.0% | +2.7% | +24.2% | +27.1% |
| 3M | +113.2% | -10.3% | +123.5% | +111.7% |
| 6M | +36.6% | -16.6% | +53.1% | +34.3% |
| YTD | +44.2% | -2.3% | +46.5% | +55.8% |
| 1Y | -18.0% | +15.0% | -33.0% | +20.9% |
| All | -18.0% | +15.2% | -33.2% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling