-17.3%
META vs NYT
+15.2%
-32.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | -1.3% | +8.0% | +6.9% |
| 30D | +4.8% | +2.7% | +2.0% | +4.3% |
| 3M | -1.6% | -10.3% | +8.7% | -0.5% |
| 6M | -7.5% | -16.6% | +9.1% | -5.5% |
| YTD | -6.4% | -2.3% | -4.1% | -5.3% |
| 1Y | -17.3% | +15.0% | -32.4% | -12.0% |
| All | -17.3% | +15.2% | -32.6% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling