+107.8%
META vs NYT
+57.5%
+50.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | +3.6% | +7.0% | -3.3% | +2.0% |
| 3M | +4.9% | -7.9% | +12.8% | +6.5% |
| 6M | -4.7% | -15.0% | +10.3% | -1.6% |
| YTD | -6.9% | -1.3% | -5.6% | -7.6% |
| 1Y | -18.2% | +16.9% | -35.1% | -22.3% |
| 3Y | +107.8% | +58.9% | +48.8% | +78.0% |
| All | +107.8% | +57.5% | +50.2% | +78.0% |
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