-2.1%
EME vs NYT
+16.5%
-18.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.7% | -9.8% |
| 7D | -5.8% | -3.9% | -1.9% | -6.6% |
| 30D | -17.9% | +4.3% | -22.2% | -17.2% |
| 3M | -22.0% | -11.7% | -10.3% | -23.5% |
| 6M | -29.7% | -14.4% | -15.3% | -30.0% |
| YTD | +4.7% | -3.0% | +7.8% | +8.0% |
| 1Y | -2.1% | +16.5% | -18.7% | +10.1% |
| All | -2.1% | +16.5% | -18.6% | +10.1% |
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