-29.8%
ELF vs NYT
+17.8%
-47.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -11.6% | -0.6% | -11.0% | -11.6% |
| 30D | +4.6% | +4.6% | +0.1% | +4.8% |
| 3M | +59.7% | -9.6% | +69.3% | +58.9% |
| 6M | +21.2% | -14.0% | +35.2% | +20.7% |
| YTD | +27.4% | -2.8% | +30.3% | +38.5% |
| 1Y | -29.8% | +15.6% | -45.4% | +7.2% |
| All | -29.8% | +17.8% | -47.6% | +7.2% |
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 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