+74.5%
META vs NYT
+38.5%
+36.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.0% | +8.6% | +7.4% |
| 7D | +10.3% | -1.6% | +11.9% | +10.9% |
| 30D | +9.9% | +2.8% | +7.1% | +8.5% |
| 3M | +11.9% | -9.2% | +21.1% | +15.6% |
| 6M | +1.2% | -17.1% | +18.3% | +8.0% |
| YTD | -0.8% | -3.2% | +2.5% | -1.6% |
| 1Y | -14.3% | +15.7% | -30.1% | -22.3% |
| 3Y | +121.4% | +55.7% | +65.6% | +64.7% |
| 5Y | +74.5% | +39.4% | +35.1% | +17.3% |
| All | +74.5% | +38.5% | +36.0% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling