+462.9%
META vs NYT
+540.3%
-77.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.3% |
| 7D | +5.2% | +6.5% | -1.3% | +3.0% |
| 30D | -13.0% | +8.4% | -21.4% | -15.5% |
| 3M | +7.9% | +13.9% | -6.0% | +2.6% |
| 6M | +4.2% | -4.8% | +9.0% | +4.7% |
| YTD | -2.5% | +6.2% | -8.7% | -6.3% |
| 1Y | +5.6% | +14.3% | -8.7% | -1.2% |
| 3Y | +96.8% | +73.6% | +23.2% | +54.3% |
| 5Y | +90.0% | +60.6% | +29.4% | +47.8% |
| All | +462.9% | +540.3% | -77.4% | +254.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling