+265.7%
ELF vs NYT
+495.7%
-230.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -11.6% | -0.6% | -11.0% | -11.5% |
| 30D | +4.6% | +4.6% | +0.1% | +3.1% |
| 3M | +59.7% | -9.6% | +69.3% | +64.1% |
| 6M | +21.2% | -14.0% | +35.2% | +26.2% |
| YTD | +27.4% | -2.8% | +30.3% | +26.7% |
| 1Y | -29.8% | +15.6% | -45.4% | -35.0% |
| 3Y | -28.5% | +56.3% | -84.8% | -41.3% |
| 5Y | +220.0% | +39.5% | +180.5% | +165.0% |
| All | +265.7% | +495.7% | -230.0% | +88.6% |
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