+18.0%
EXE vs NYT
+56.2%
-38.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -3.1% | -0.6% | -2.6% | -3.1% |
| 30D | -0.9% | +4.6% | -5.5% | -1.4% |
| 3M | +9.6% | -9.6% | +19.1% | +10.5% |
| 6M | -11.6% | -14.0% | +2.4% | -10.5% |
| YTD | -12.6% | -2.8% | -9.7% | -12.9% |
| 1Y | +1.2% | +15.6% | -14.4% | -1.7% |
| 3Y | +18.0% | +56.3% | -38.3% | +8.0% |
| All | +18.0% | +56.2% | -38.2% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling