+345.2%
ELF vs NYT
+550.8%
-205.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +3.3% |
| 7D | +1.6% | +6.5% | -4.9% | -0.5% |
| 30D | +9.1% | +8.4% | +0.7% | +6.2% |
| 3M | +28.2% | +13.9% | +14.2% | +22.2% |
| 6M | +119.5% | -4.8% | +124.3% | +120.4% |
| YTD | +55.2% | +6.2% | +49.0% | +49.1% |
| 1Y | +58.6% | +14.3% | +44.3% | +48.4% |
| 3Y | +21.3% | +73.6% | -52.3% | -4.2% |
| 5Y | +276.2% | +60.6% | +215.6% | +197.3% |
| 10Y | +337.0% | +550.8% | -213.8% | +136.9% |
| All | +345.2% | +550.8% | -205.6% | +121.9% |
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 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