+69.4%
EMR vs NYT
+38.8%
+30.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | -6.8% | +4.6% | -11.4% | -7.6% |
| 3M | +7.5% | -9.6% | +17.1% | +9.0% |
| 6M | +9.9% | -14.0% | +23.9% | +12.6% |
| YTD | +16.0% | -2.8% | +18.8% | +15.3% |
| 1Y | +12.4% | +15.6% | -3.1% | +7.0% |
| 3Y | +60.2% | +56.3% | +3.9% | +38.7% |
| All | +69.4% | +38.8% | +30.6% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling