+162.4%
EXPE vs NYT
+56.2%
+106.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.3% |
| 7D | -5.8% | -0.6% | -5.2% | -5.6% |
| 30D | -13.6% | +4.6% | -18.2% | -15.1% |
| 3M | +25.2% | -9.6% | +34.8% | +29.0% |
| 6M | +22.3% | -14.0% | +36.4% | +28.0% |
| YTD | -0.3% | -2.8% | +2.5% | -0.4% |
| 1Y | +27.8% | +15.6% | +12.2% | +19.6% |
| 3Y | +162.4% | +56.3% | +106.1% | +109.0% |
| All | +162.4% | +56.2% | +106.2% | +109.0% |
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