+88.5%
ENB vs NYT
+489.9%
-401.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | -4.7% | -0.6% | -4.1% | -4.5% |
| 30D | -5.9% | +4.6% | -10.5% | -6.7% |
| 3M | -14.2% | -9.6% | -4.7% | -12.9% |
| 6M | -8.6% | -14.0% | +5.4% | -6.5% |
| YTD | +3.9% | -2.8% | +6.7% | +3.4% |
| 1Y | +1.8% | +15.6% | -13.8% | -2.3% |
| 3Y | +68.5% | +56.3% | +12.2% | +49.4% |
| 5Y | +62.4% | +39.5% | +22.9% | +44.2% |
| All | +88.5% | +489.9% | -401.4% | +42.5% |
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