+2,343.9%
EXC vs NYT
+754.7%
+1,589.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.3% |
| 7D | +0.3% | -1.6% | +1.9% | +0.6% |
| 30D | -0.9% | +2.8% | -3.6% | -1.3% |
| 3M | -2.7% | -9.2% | +6.5% | -1.7% |
| 6M | -9.4% | -17.1% | +7.7% | -7.4% |
| YTD | +3.0% | -3.2% | +6.3% | +2.9% |
| 1Y | +5.1% | +15.7% | -10.6% | +2.3% |
| 3Y | +20.6% | +55.7% | -35.1% | +11.6% |
| 5Y | +45.7% | +39.4% | +6.3% | +34.9% |
| 10Y | +160.8% | +485.6% | -324.7% | +94.8% |
| All | +2,343.9% | +754.7% | +1,589.2% | +1,324.2% |
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