+2,982.6%
EQT vs NYT
+758.3%
+2,224.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | 0.0% | +4.6% | -4.6% | -0.9% |
| 3M | +5.9% | -9.6% | +15.5% | +7.7% |
| 6M | -14.8% | -14.0% | -0.8% | -12.7% |
| YTD | +1.8% | -2.8% | +4.6% | +1.4% |
| 1Y | +7.4% | +15.6% | -8.2% | +2.9% |
| 3Y | +33.6% | +56.3% | -22.7% | +18.3% |
| 5Y | +199.3% | +39.5% | +159.8% | +167.2% |
| 10Y | +50.0% | +488.0% | -438.0% | -4.2% |
| All | +2,982.6% | +758.3% | +2,224.3% | +1,708.5% |
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 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