-29.3%
ELF vs NYT
+55.5%
-84.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -10.8% | -0.7% | -10.1% | -10.7% |
| 30D | +0.8% | +4.5% | -3.6% | -0.4% |
| 3M | +64.8% | -8.5% | +73.3% | +67.8% |
| 6M | +19.0% | -15.1% | +34.0% | +23.5% |
| YTD | +25.9% | -3.3% | +29.2% | +24.8% |
| 1Y | -28.8% | +17.0% | -45.8% | -34.7% |
| All | -29.3% | +55.5% | -84.8% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling