+1,344.7%
EME vs NYT
+489.9%
+854.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.9% | +4.2% |
| 7D | +3.5% | -0.6% | +4.1% | +3.7% |
| 30D | -6.3% | +4.6% | -10.9% | -7.3% |
| 3M | -3.8% | -9.6% | +5.8% | -2.5% |
| 6M | +8.5% | -14.0% | +22.5% | +11.0% |
| YTD | +27.8% | -2.8% | +30.7% | +26.6% |
| 1Y | +22.2% | +15.6% | +6.6% | +15.6% |
| 3Y | +253.5% | +56.3% | +197.2% | +203.8% |
| 5Y | +578.6% | +39.5% | +539.1% | +486.5% |
| All | +1,344.7% | +489.9% | +854.8% | +699.6% |
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