+779.7%
EXPE vs NYT
+168.4%
+611.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.0% | -8.9% | -8.2% |
| 7D | -9.8% | +0.3% | -10.1% | -9.9% |
| 30D | -11.5% | +7.0% | -18.5% | -13.5% |
| 3M | +21.7% | -7.9% | +29.6% | +24.4% |
| 6M | +10.4% | -15.0% | +25.4% | +15.5% |
| YTD | -2.5% | -1.3% | -1.3% | -2.9% |
| 1Y | +27.3% | +16.9% | +10.5% | +20.2% |
| 3Y | +153.5% | +58.9% | +94.6% | +113.2% |
| 5Y | +91.1% | +40.9% | +50.2% | +63.5% |
| 10Y | +153.1% | +471.8% | -318.7% | +33.4% |
| All | +779.7% | +168.4% | +611.3% | +295.3% |
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