+1,381.0%
NET vs NYT
+136.7%
+1,244.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -2.1% |
| 7D | -16.4% | -3.9% | -12.5% | -14.8% |
| 30D | -25.8% | +4.3% | -30.1% | -27.7% |
| 3M | -11.5% | -11.7% | +0.2% | -7.1% |
| 6M | +18.9% | -14.4% | +33.3% | +25.7% |
| YTD | +35.2% | -3.0% | +38.3% | +33.3% |
| 1Y | +14.5% | +16.5% | -2.1% | +1.4% |
| 3Y | +313.8% | +63.9% | +249.9% | +186.5% |
| 5Y | +32.6% | +37.2% | -4.6% | -4.3% |
| All | +1,381.0% | +136.7% | +1,244.3% | +692.0% |
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 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