+468.1%
NEM vs NYT
+754.3%
-286.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.3% | -0.7% | -2.6% | -3.2% |
| 30D | +7.8% | +4.5% | +3.4% | +7.5% |
| 3M | +36.3% | -8.5% | +44.8% | +36.8% |
| 6M | +6.6% | -15.1% | +21.6% | +7.6% |
| YTD | +27.1% | -3.3% | +30.4% | +27.0% |
| 1Y | +62.3% | +17.0% | +45.3% | +59.7% |
| 3Y | +245.1% | +55.7% | +189.4% | +231.0% |
| 5Y | +154.0% | +38.9% | +115.1% | +143.6% |
| 10Y | +311.0% | +485.3% | -174.3% | +249.8% |
| All | +468.1% | +754.3% | -286.2% | +344.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling