+32.9%
F vs NYT
+55.6%
-22.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.4% |
| 7D | -4.9% | -1.6% | -3.3% | -4.5% |
| 30D | -2.9% | +2.8% | -5.7% | -3.6% |
| 3M | -9.1% | -9.2% | +0.2% | -7.2% |
| 6M | +12.9% | -17.1% | +30.0% | +17.9% |
| YTD | +6.1% | -3.2% | +9.3% | +5.0% |
| 1Y | +22.5% | +15.7% | +6.8% | +13.8% |
| All | +32.9% | +55.6% | -22.6% | +5.7% |
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